+81.9%
IBM vs ACGL
+35.5%
+46.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -4.3% | +6.4% | -10.7% | -5.6% |
| 30D | +11.7% | +16.6% | -4.9% | +7.9% |
| 3M | +5.5% | +11.6% | -6.1% | +2.8% |
| 6M | +9.5% | +17.5% | -8.0% | +6.1% |
| YTD | -14.9% | +15.3% | -30.1% | -17.4% |
| 1Y | -17.4% | +26.3% | -43.6% | -21.4% |
| All | +81.9% | +35.5% | +46.4% | +73.5% |
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