+373.6%
COMP vs ACGL
+35.7%
+337.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.7% | +5.0% | +7.6% |
| 7D | +9.5% | +8.0% | +1.5% | +9.2% |
| 30D | +8.1% | +17.3% | -9.2% | +7.6% |
| 3M | -16.3% | +11.2% | -27.5% | -16.6% |
| 6M | +42.2% | +18.2% | +24.0% | +41.6% |
| YTD | -5.0% | +15.4% | -20.4% | -5.5% |
| 1Y | +20.1% | +26.5% | -6.4% | +19.7% |
| All | +373.6% | +35.7% | +337.9% | +452.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling