+296.4%
ARM vs ACGL
+30.8%
+265.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +3.5% |
| 7D | +5.5% | -0.7% | +6.2% | +5.3% |
| 30D | -8.2% | -1.0% | -7.2% | -8.4% |
| 3M | -35.9% | +11.0% | -47.0% | -34.7% |
| 6M | +103.1% | -0.3% | +103.4% | +105.3% |
| YTD | +130.6% | +2.3% | +128.3% | +133.4% |
| 1Y | +86.1% | +6.4% | +79.7% | +89.0% |
| All | +296.4% | +30.8% | +265.6% | +321.7% |
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