-0.9%
AWK vs ACGL
+159.2%
-160.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | +18.0% | +13.7% | +4.3% | +14.4% |
| 3M | +12.2% | +8.0% | +4.2% | +10.1% |
| 6M | +21.2% | +13.3% | +8.0% | +17.6% |
| YTD | +17.6% | +11.8% | +5.7% | +14.2% |
| 1Y | +19.2% | +22.2% | -3.0% | +13.4% |
| 3Y | +26.7% | +32.5% | -5.7% | +17.6% |
| All | -0.9% | +159.2% | -160.2% | -27.7% |
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