-79.1%
FIG vs ACGL
+14.9%
-94.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -3.5% |
| 7D | -16.3% | -0.7% | -15.6% | -16.0% |
| 30D | -14.3% | -1.0% | -13.3% | -14.0% |
| 3M | +7.2% | +11.0% | -3.9% | +4.9% |
| 6M | -18.6% | -0.3% | -18.3% | -18.5% |
| YTD | -35.5% | +2.3% | -37.7% | -36.0% |
| 1Y | -55.8% | +6.4% | -62.2% | -56.4% |
| All | -79.1% | +14.9% | -94.1% | -79.6% |
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