+486.6%
APA vs ACGL
+4,940.3%
-4,453.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +5.1% | -1.4% | +6.4% | +5.5% |
| 30D | +0.3% | +12.4% | -12.1% | -4.2% |
| 3M | +15.6% | +11.1% | +4.5% | +10.9% |
| 6M | +28.9% | +16.3% | +12.6% | +21.1% |
| YTD | +96.6% | +13.8% | +82.7% | +85.1% |
| 1Y | +95.5% | +20.4% | +75.1% | +80.1% |
| 3Y | +41.8% | +33.6% | +8.2% | +23.8% |
| 5Y | +85.4% | +176.8% | -91.4% | +22.6% |
| 10Y | +4.5% | +324.6% | -320.0% | -36.0% |
| All | +486.6% | +4,940.3% | -4,453.7% | +149.0% |
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