+31.4%
AWK vs ACGL
+33.2%
-1.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +15.5% | +12.4% | +3.2% | +12.4% |
| 3M | +10.0% | +11.1% | -1.1% | +7.3% |
| 6M | +20.4% | +16.3% | +4.1% | +16.2% |
| YTD | +17.1% | +13.8% | +3.2% | +13.3% |
| 1Y | +18.3% | +20.4% | -2.2% | +13.1% |
| All | +31.4% | +33.2% | -1.8% | +26.8% |
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