+48,646.4%
APH vs ACGL
+5,010.0%
+43,636.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.8% | -6.9% |
| 7D | -2.4% | +8.0% | -10.4% | -4.5% |
| 30D | -9.5% | +17.3% | -26.8% | -13.4% |
| 3M | -7.6% | +11.2% | -18.8% | -10.5% |
| 6M | +12.4% | +18.2% | -5.8% | +6.4% |
| YTD | +17.5% | +15.4% | +2.1% | +11.2% |
| 1Y | +16.4% | +26.5% | -10.1% | +7.3% |
| 3Y | +281.6% | +36.1% | +245.6% | +237.8% |
| 5Y | +317.7% | +175.9% | +141.8% | +198.2% |
| 10Y | +967.8% | +352.4% | +615.4% | +559.3% |
| All | +48,646.4% | +5,010.0% | +43,636.4% | +21,940.0% |
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