+242.5%
F vs ACGL
+5,005.0%
-4,762.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +1.4% | +6.4% | -5.0% | -0.6% |
| 30D | +2.0% | +16.6% | -14.6% | -2.8% |
| 3M | -10.4% | +11.6% | -21.9% | -13.5% |
| 6M | +9.7% | +17.5% | -7.7% | +3.6% |
| YTD | -1.2% | +15.3% | -16.5% | -6.3% |
| 1Y | 0.0% | +26.3% | -26.3% | -7.9% |
| 3Y | +41.1% | +35.9% | +5.2% | +24.8% |
| 5Y | -11.4% | +168.2% | -179.6% | -37.6% |
| 10Y | +85.0% | +352.0% | -267.0% | +11.4% |
| All | +242.5% | +5,005.0% | -4,762.5% | +58.4% |
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