+1,354.9%
D vs ACGL
+4,429.2%
-3,074.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | -3.6% | -1.0% | -2.6% | -3.4% |
| 3M | -1.0% | +11.0% | -12.0% | -3.1% |
| 6M | +6.3% | -0.3% | +6.6% | +6.2% |
| YTD | +14.7% | +2.3% | +12.4% | +13.9% |
| 1Y | +16.9% | +6.4% | +10.6% | +15.2% |
| 3Y | +56.8% | +34.0% | +22.8% | +46.6% |
| 5Y | +5.2% | +161.6% | -156.4% | -14.4% |
| 10Y | +35.9% | +278.6% | -242.7% | +2.3% |
| All | +1,354.9% | +4,429.2% | -3,074.4% | +767.5% |
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