-16.6%
IT vs ACGL
+21.3%
-37.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -6.8% | -1.4% | -5.5% | -5.9% |
| 30D | -0.6% | +12.4% | -12.9% | -7.2% |
| 3M | +3.1% | +11.1% | -8.0% | -3.2% |
| 6M | +25.5% | +16.3% | +9.1% | +17.0% |
| YTD | -23.5% | +13.8% | -37.3% | -30.2% |
| 1Y | -16.6% | +20.4% | -37.1% | -27.5% |
| All | -16.6% | +21.3% | -37.9% | -27.5% |
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 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