-49.3%
COMP vs ACGL
+194.3%
-243.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.7% | +11.4% |
| 7D | +13.4% | +0.9% | +12.6% | +13.2% |
| 30D | +11.1% | +13.7% | -2.6% | +8.0% |
| 3M | -18.8% | +8.0% | -26.9% | -20.3% |
| 6M | +10.5% | +13.3% | -2.8% | +7.2% |
| YTD | -3.4% | +11.8% | -15.2% | -6.2% |
| 1Y | +19.7% | +22.2% | -2.5% | +13.9% |
| 3Y | +381.6% | +32.5% | +349.1% | +342.3% |
| 5Y | -17.6% | +160.2% | -177.8% | -47.1% |
| All | -49.3% | +194.3% | -243.7% | -67.9% |
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