+1,098.9%
IT vs ACGL
+4,429.2%
-3,330.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.1% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | 0.0% | -1.0% | +1.0% | +0.3% |
| 3M | +13.1% | +11.0% | +2.0% | +9.8% |
| 6M | +11.7% | -0.3% | +12.0% | +11.9% |
| YTD | -26.1% | +2.3% | -28.4% | -26.7% |
| 1Y | -21.3% | +6.4% | -27.6% | -23.0% |
| 3Y | -46.7% | +34.0% | -80.7% | -51.9% |
| 5Y | -40.5% | +161.6% | -202.1% | -56.2% |
| 10Y | +103.9% | +278.6% | -174.7% | +34.7% |
| All | +1,098.9% | +4,429.2% | -3,330.4% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling