-13.3%
IBM vs ACGL
+28.7%
-42.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.1% |
| 7D | +0.4% | +8.0% | -7.5% | -1.3% |
| 30D | +14.8% | +17.3% | -2.5% | +10.6% |
| 3M | +8.9% | +11.2% | -2.3% | +6.0% |
| 6M | +12.4% | +18.2% | -5.7% | +11.5% |
| YTD | -12.4% | +15.4% | -27.8% | -14.0% |
| 1Y | -13.3% | +26.5% | -39.8% | -13.7% |
| All | -13.3% | +28.7% | -42.0% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling