+14,987.7%
COST vs ACGL
+4,429.2%
+10,558.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.8% | -1.0% | -1.8% | -2.6% |
| 3M | -5.7% | +11.0% | -16.7% | -7.6% |
| 6M | -8.8% | -0.3% | -8.4% | -8.8% |
| YTD | +6.7% | +2.3% | +4.4% | +6.0% |
| 1Y | -3.6% | +6.4% | -10.0% | -5.1% |
| 3Y | +75.1% | +34.0% | +41.1% | +63.9% |
| 5Y | +108.9% | +161.6% | -52.7% | +70.9% |
| 10Y | +586.2% | +278.6% | +307.6% | +409.9% |
| All | +14,987.7% | +4,429.2% | +10,558.5% | +7,979.0% |
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