+11,862.2%
AZO vs ACGL
+4,960.6%
+6,901.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.3% | +2.2% | -0.8% | +0.9% |
| 30D | +12.0% | +12.3% | -0.4% | +9.1% |
| 3M | +7.2% | +11.8% | -4.6% | +4.6% |
| 6M | -3.2% | +17.5% | -20.6% | -6.6% |
| YTD | -3.9% | +14.3% | -18.2% | -6.8% |
| 1Y | -14.7% | +18.2% | -32.8% | -17.9% |
| 3Y | +20.4% | +33.2% | -12.7% | +11.8% |
| 5Y | +72.8% | +174.3% | -101.5% | +35.9% |
| 10Y | +334.4% | +326.3% | +8.1% | +206.8% |
| All | +11,862.2% | +4,960.6% | +6,901.6% | +6,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling