-30.1%
AR vs ACGL
+538.4%
-568.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -11.7% | +6.4% | -18.1% | -14.5% |
| 30D | +1.8% | +16.6% | -14.8% | -5.8% |
| 3M | +6.0% | +11.6% | -5.6% | +0.1% |
| 6M | -7.0% | +17.5% | -24.5% | -14.8% |
| YTD | +5.6% | +15.3% | -9.7% | -3.2% |
| 1Y | +10.8% | +26.3% | -15.5% | -3.2% |
| 3Y | +19.3% | +35.9% | -16.6% | -2.7% |
| 5Y | +73.3% | +168.2% | -94.9% | -6.1% |
| 10Y | +47.6% | +352.0% | -304.4% | -39.8% |
| All | -30.1% | +538.4% | -568.5% | -72.2% |
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