+6.1%
AS vs ACGL
+22.6%
-16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +6.9% | +0.9% | +6.1% | +6.9% |
| 30D | +16.0% | +13.7% | +2.3% | +16.2% |
| 3M | -12.8% | +8.0% | -20.9% | -12.8% |
| 6M | -15.4% | +13.3% | -28.7% | -14.8% |
| YTD | -15.7% | +11.8% | -27.6% | -16.0% |
| 1Y | +6.1% | +22.2% | -16.2% | +10.9% |
| All | +6.1% | +22.6% | -16.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling