+42.2%
COMP vs ACGL
+19.0%
+23.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.7% | +5.0% | +7.1% |
| 7D | +9.5% | +8.0% | +1.5% | +8.2% |
| 30D | +8.1% | +17.3% | -9.2% | +5.5% |
| 3M | -16.3% | +11.2% | -27.5% | -18.0% |
| 6M | +42.2% | +18.2% | +24.0% | +42.5% |
| All | +42.2% | +19.0% | +23.2% | +42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling