+180.2%
C vs ACGL
+5,005.0%
-4,824.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -5.3% | +6.4% | -11.7% | -8.1% |
| 30D | -7.3% | +16.6% | -23.9% | -13.9% |
| 3M | -13.5% | +11.6% | -25.1% | -18.0% |
| 6M | -6.5% | +17.5% | -23.9% | -14.1% |
| YTD | +3.6% | +15.3% | -11.7% | -4.5% |
| 1Y | +18.9% | +26.3% | -7.4% | +4.9% |
| 3Y | +205.0% | +35.9% | +169.0% | +153.2% |
| 5Y | +109.4% | +168.2% | -58.8% | +21.9% |
| 10Y | +232.9% | +352.0% | -119.1% | +55.9% |
| All | +180.2% | +5,005.0% | -4,824.8% | -18.6% |
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