+193.0%
ARM vs ACGL
+44.1%
+148.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.9% |
| 7D | -5.3% | -1.1% | -4.2% | -5.6% |
| 30D | -30.0% | +13.1% | -43.2% | -27.2% |
| 3M | -34.1% | +9.8% | -43.9% | -31.7% |
| 6M | -12.6% | +15.3% | -27.9% | -8.2% |
| YTD | +70.4% | +12.7% | +57.7% | +78.7% |
| 1Y | +22.3% | +20.7% | +1.6% | +28.6% |
| 3Y | +261.2% | +34.3% | +226.9% | +322.2% |
| All | +193.0% | +44.1% | +148.8% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling