+40.4%
AVAV vs ACGL
+161.8%
-121.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -13.9% | -1.0% | -12.9% | -13.8% |
| 3M | -29.2% | +11.0% | -40.3% | -31.0% |
| 6M | -36.1% | -0.3% | -35.8% | -36.2% |
| YTD | -40.2% | +2.3% | -42.5% | -41.0% |
| 1Y | -36.2% | +6.4% | -42.6% | -37.9% |
| 3Y | +47.5% | +34.0% | +13.6% | +29.8% |
| All | +40.4% | +161.8% | -121.3% | -8.1% |
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