-29.9%
IT vs ACGL
+2.4%
-32.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.5% |
| 7D | -9.1% | -2.9% | -6.2% | -8.0% |
| 30D | -7.0% | -2.8% | -4.2% | -5.9% |
| 3M | +7.6% | +6.8% | +0.8% | +8.0% |
| 6M | +2.1% | -1.5% | +3.7% | +2.9% |
| YTD | -31.6% | -0.2% | -31.4% | -31.8% |
| 1Y | -29.9% | +5.3% | -35.2% | -29.9% |
| All | -29.9% | +2.4% | -32.3% | -29.9% |
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