+10,847.9%
AZO vs ACGL
+4,429.2%
+6,418.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +0.7% | -0.7% | +1.5% | +0.9% |
| 30D | -2.7% | -1.0% | -1.7% | -2.5% |
| 3M | -3.2% | +11.0% | -14.2% | -5.5% |
| 6M | -19.7% | -0.3% | -19.4% | -19.7% |
| YTD | -12.0% | +2.3% | -14.3% | -12.6% |
| 1Y | -29.5% | +6.4% | -35.9% | -30.6% |
| 3Y | +17.3% | +34.0% | -16.6% | +8.7% |
| 5Y | +94.1% | +161.6% | -67.6% | +54.1% |
| 10Y | +303.3% | +278.6% | +24.7% | +192.2% |
| All | +10,847.9% | +4,429.2% | +6,418.6% | +5,867.6% |
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 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