+149.9%
IBM vs ACGL
+332.3%
-182.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | +8.4% | +13.1% | -4.8% | +3.3% |
| 3M | +4.5% | +9.8% | -5.3% | +0.6% |
| 6M | +7.9% | +15.3% | -7.4% | +2.1% |
| YTD | -15.2% | +12.7% | -27.9% | -19.4% |
| 1Y | -17.6% | +20.7% | -38.3% | -23.7% |
| 3Y | +82.1% | +34.3% | +47.8% | +57.6% |
| 5Y | +143.3% | +170.6% | -27.3% | +49.4% |
| 10Y | +149.9% | +330.6% | -180.7% | +27.7% |
| All | +149.9% | +332.3% | -182.4% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling