+140.4%
B vs ACGL
+5,005.0%
-4,864.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +6.4% | -2.1% | +3.9% |
| 30D | -0.9% | +16.6% | -17.5% | -2.0% |
| 3M | -1.4% | +11.6% | -12.9% | -2.1% |
| 6M | +5.0% | +17.5% | -12.4% | +3.8% |
| YTD | -5.8% | +15.3% | -21.1% | -6.9% |
| 1Y | +25.6% | +26.3% | -0.7% | +23.3% |
| 3Y | +161.6% | +35.9% | +125.7% | +154.8% |
| 5Y | +135.2% | +168.2% | -33.0% | +117.4% |
| 10Y | +170.7% | +352.0% | -181.2% | +137.8% |
| All | +140.4% | +5,005.0% | -4,864.5% | +101.4% |
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