+445.7%
APA vs ACGL
+5,005.0%
-4,559.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -15.6% | +6.4% | -22.0% | -17.6% |
| 30D | -0.9% | +16.6% | -17.5% | -6.5% |
| 3M | +26.1% | +11.6% | +14.5% | +20.8% |
| 6M | +6.1% | +17.5% | -11.4% | -0.6% |
| YTD | +82.8% | +15.3% | +67.6% | +71.5% |
| 1Y | +106.5% | +26.3% | +80.2% | +87.0% |
| 3Y | +21.9% | +35.9% | -14.0% | +5.8% |
| 5Y | +69.7% | +168.2% | -98.5% | +13.6% |
| 10Y | 0.0% | +352.0% | -352.0% | -39.8% |
| All | +445.7% | +5,005.0% | -4,559.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling