+93.9%
FTV vs ACGL
+340.6%
-246.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.2% |
| 7D | -4.5% | -0.7% | -3.7% | -4.2% |
| 30D | -7.1% | -1.0% | -6.1% | -6.7% |
| 3M | -7.2% | +11.0% | -18.2% | -11.6% |
| 6M | -1.5% | -0.3% | -1.2% | -1.8% |
| YTD | +3.5% | +2.3% | +1.2% | +1.8% |
| 1Y | +20.3% | +6.4% | +14.0% | +16.0% |
| 3Y | -3.1% | +34.0% | -37.1% | -18.8% |
| 5Y | +2.3% | +161.6% | -159.3% | -40.5% |
| 10Y | +76.3% | +278.6% | -202.3% | -15.9% |
| All | +93.9% | +340.6% | -246.6% | -6.2% |
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