+12,471.5%
FIX vs ACGL
+4,401.8%
+8,069.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | +6.0% | -0.7% | +6.8% | +6.3% |
| 30D | -7.2% | -1.0% | -6.2% | -7.0% |
| 3M | -15.9% | +11.0% | -26.9% | -20.0% |
| 6M | +12.7% | -0.3% | +13.1% | +11.3% |
| YTD | +72.8% | +2.3% | +70.5% | +67.9% |
| 1Y | +122.9% | +6.4% | +116.5% | +112.5% |
| 3Y | +774.3% | +34.0% | +740.4% | +643.9% |
| 5Y | +2,049.5% | +161.6% | +1,887.8% | +1,299.7% |
| 10Y | +5,821.5% | +278.6% | +5,542.9% | +3,317.7% |
| All | +12,471.5% | +4,401.8% | +8,069.7% | +4,545.7% |
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