+17,284.1%
COST vs ACGL
+4,853.1%
+12,431.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.6% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | +12.0% | +13.7% | -1.7% | +9.2% |
| 3M | +11.2% | +8.0% | +3.1% | +9.5% |
| 6M | +6.1% | +13.3% | -7.2% | +3.6% |
| YTD | +22.9% | +11.8% | +11.1% | +20.0% |
| 1Y | +14.7% | +22.2% | -7.5% | +10.2% |
| 3Y | +92.3% | +32.5% | +59.8% | +80.5% |
| 5Y | +116.6% | +160.2% | -43.6% | +77.4% |
| 10Y | +775.4% | +338.5% | +436.9% | +533.3% |
| All | +17,284.1% | +4,853.1% | +12,431.1% | +9,048.8% |
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