+125.7%
ASX vs ACGL
+21.8%
+103.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +9.5% |
| 7D | -12.3% | -1.1% | -11.2% | -13.2% |
| 30D | -26.0% | +13.1% | -39.1% | -14.7% |
| 3M | -8.1% | +9.8% | -17.9% | +3.3% |
| 6M | +1.4% | +15.3% | -13.9% | +21.5% |
| YTD | +115.6% | +12.7% | +102.8% | +160.4% |
| All | +125.7% | +21.8% | +103.9% | +184.2% |
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