-10.8%
DOW vs ACGL
+219.4%
-230.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.2% |
| 7D | -2.4% | -0.7% | -1.6% | -2.1% |
| 30D | +0.4% | -1.0% | +1.4% | +0.8% |
| 3M | -14.4% | +11.0% | -25.4% | -19.3% |
| 6M | -7.0% | -0.3% | -6.6% | -7.9% |
| YTD | +30.2% | +2.3% | +27.9% | +26.6% |
| 1Y | +29.2% | +6.4% | +22.8% | +22.5% |
| 3Y | -36.7% | +34.0% | -70.7% | -49.7% |
| 5Y | -37.7% | +161.6% | -199.3% | -69.3% |
| All | -10.8% | +219.4% | -230.2% | -58.1% |
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