-54.2%
COMP vs ACGL
+203.4%
-257.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.1% | -8.1% | -8.1% |
| 7D | -1.8% | +6.4% | -8.2% | -3.1% |
| 30D | -0.8% | +16.6% | -17.4% | -4.0% |
| 3M | -28.1% | +11.6% | -39.7% | -29.8% |
| 6M | +27.0% | +17.5% | +9.5% | +22.4% |
| YTD | -12.8% | +15.3% | -28.0% | -15.8% |
| 1Y | +4.9% | +26.3% | -21.4% | -0.8% |
| 3Y | +321.0% | +35.9% | +285.1% | +285.2% |
| 5Y | -25.6% | +168.2% | -193.8% | -52.5% |
| All | -54.2% | +203.4% | -257.6% | -71.1% |
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 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