+166.7%
B vs ACGL
+4,429.2%
-4,262.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | +9.4% | -1.0% | +10.4% | +9.5% |
| 3M | +5.0% | +11.0% | -6.1% | +4.1% |
| 6M | -3.5% | -0.3% | -3.2% | -3.6% |
| YTD | +4.5% | +2.3% | +2.2% | +4.1% |
| 1Y | +67.8% | +6.4% | +61.4% | +66.6% |
| 3Y | +196.7% | +34.0% | +162.7% | +189.2% |
| 5Y | +151.9% | +161.6% | -9.7% | +133.2% |
| 10Y | +202.2% | +278.6% | -76.4% | +168.6% |
| All | +166.7% | +4,429.2% | -4,262.5% | +125.3% |
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