+13.7%
COMP vs ACGL
+22.9%
-9.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.4% | -7.6% |
| 7D | +7.2% | +1.3% | +5.9% | +6.7% |
| 30D | +6.4% | +14.2% | -7.8% | +3.6% |
| 3M | -19.4% | +11.1% | -30.5% | -21.2% |
| 6M | +14.6% | +16.4% | -1.8% | +10.6% |
| YTD | -5.5% | +13.8% | -19.3% | -10.7% |
| 1Y | +13.7% | +21.6% | -7.9% | +4.7% |
| All | +13.7% | +22.9% | -9.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling