+143.6%
IBM vs ACGL
+329.5%
-185.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -1.4% | -0.4% | -1.2% |
| 30D | +10.1% | +12.4% | -2.3% | +5.3% |
| 3M | +4.8% | +11.1% | -6.3% | +0.5% |
| 6M | +12.6% | +16.3% | -3.7% | +6.2% |
| YTD | -13.9% | +13.8% | -27.7% | -18.5% |
| 1Y | -18.7% | +20.4% | -39.1% | -24.7% |
| 3Y | +81.9% | +33.6% | +48.3% | +57.9% |
| 5Y | +148.3% | +176.8% | -28.5% | +51.0% |
| 10Y | +143.6% | +324.6% | -180.9% | +29.2% |
| All | +143.6% | +329.5% | -185.8% | +29.2% |
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 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