-24.2%
AR vs ACGL
+466.4%
-490.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.9% |
| 30D | +14.8% | -1.0% | +15.8% | +15.3% |
| 3M | +6.2% | +11.0% | -4.8% | +0.4% |
| 6M | +4.3% | -0.3% | +4.6% | +3.4% |
| YTD | +14.4% | +2.3% | +12.1% | +11.5% |
| 1Y | +21.3% | +6.4% | +15.0% | +15.5% |
| 3Y | +39.8% | +34.0% | +5.8% | +13.8% |
| 5Y | +142.1% | +161.6% | -19.6% | +32.3% |
| 10Y | +52.0% | +278.6% | -226.5% | -33.1% |
| All | -24.2% | +466.4% | -490.7% | -67.9% |
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