+162.2%
ARM vs ACGL
+47.4%
+114.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.1% | -13.0% | -13.1% |
| 7D | -27.1% | +6.4% | -33.5% | -25.5% |
| 30D | -44.9% | +16.6% | -61.5% | -42.1% |
| 3M | -39.3% | +11.6% | -50.9% | -36.8% |
| 6M | -20.2% | +17.5% | -37.6% | -15.5% |
| YTD | +52.5% | +15.3% | +37.2% | +61.0% |
| 1Y | +4.1% | +26.3% | -22.2% | +10.3% |
| 3Y | +211.7% | +35.9% | +175.8% | +268.1% |
| All | +162.2% | +47.4% | +114.8% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling