+82.1%
IBM vs ACGL
+35.1%
+46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +8.4% | +13.1% | -4.8% | +5.4% |
| 3M | +4.5% | +9.8% | -5.3% | +2.2% |
| 6M | +7.9% | +15.3% | -7.4% | +5.0% |
| YTD | -15.2% | +12.7% | -27.9% | -17.3% |
| 1Y | -17.6% | +20.7% | -38.3% | -20.8% |
| 3Y | +82.1% | +34.3% | +47.8% | +75.4% |
| All | +82.1% | +35.1% | +46.9% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling