+299.6%
ASX vs ACGL
+35.5%
+264.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -33.3% | +6.4% | -39.7% | -31.8% |
| 30D | -36.5% | +16.6% | -53.1% | -33.2% |
| 3M | -19.2% | +11.6% | -30.8% | -15.9% |
| 6M | -10.2% | +17.5% | -27.7% | -5.2% |
| YTD | +86.5% | +15.3% | +71.2% | +96.6% |
| 1Y | +89.6% | +26.3% | +63.3% | +100.7% |
| All | +299.6% | +35.5% | +264.1% | +338.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling