+420.4%
FIX vs ACGL
+35.5%
+384.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.6% |
| 7D | -27.2% | +6.4% | -33.6% | -26.8% |
| 30D | -46.9% | +16.6% | -63.5% | -46.2% |
| 3M | -44.4% | +11.6% | -56.0% | -43.8% |
| 6M | -50.9% | +17.5% | -68.4% | -50.5% |
| YTD | +3.5% | +15.3% | -11.7% | +4.2% |
| 1Y | -2.1% | +26.3% | -28.4% | -3.5% |
| All | +420.4% | +35.5% | +384.9% | +415.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling