+23,623.1%
APH vs ACGL
+4,429.2%
+19,193.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.8% | -47.8% |
| 7D | -48.7% | -0.7% | -48.0% | -48.6% |
| 30D | -51.9% | -1.0% | -50.9% | -51.8% |
| 3M | -43.6% | +11.0% | -54.6% | -45.5% |
| 6M | -37.5% | -0.3% | -37.2% | -38.0% |
| YTD | -38.6% | +2.3% | -40.9% | -39.9% |
| 1Y | -26.3% | +6.4% | -32.7% | -28.8% |
| 3Y | +89.2% | +34.0% | +55.2% | +67.9% |
| 5Y | +119.8% | +161.6% | -41.8% | +59.3% |
| 10Y | +454.3% | +278.6% | +175.7% | +258.9% |
| All | +23,623.1% | +4,429.2% | +19,193.9% | +11,007.7% |
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