+17,846.0%
COST vs ACGL
+4,940.3%
+12,905.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +3.9% | -1.4% | +5.3% | +4.2% |
| 30D | +13.5% | +12.4% | +1.2% | +11.0% |
| 3M | +15.3% | +11.1% | +4.2% | +13.0% |
| 6M | +9.2% | +16.3% | -7.2% | +6.0% |
| YTD | +26.9% | +13.8% | +13.1% | +23.5% |
| 1Y | +19.7% | +20.4% | -0.7% | +15.3% |
| 3Y | +96.0% | +33.6% | +62.5% | +83.7% |
| 5Y | +124.0% | +176.8% | -52.8% | +81.4% |
| 10Y | +760.6% | +324.6% | +436.0% | +525.9% |
| All | +17,846.0% | +4,940.3% | +12,905.6% | +9,312.6% |
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