+8,618.9%
LOW vs ACGL
+4,940.3%
+3,678.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | -1.4% | +2.3% | +1.4% |
| 30D | +25.6% | +12.4% | +13.2% | +21.7% |
| 3M | +5.3% | +11.1% | -5.8% | +2.4% |
| 6M | +3.7% | +16.3% | -12.6% | -0.6% |
| YTD | -1.9% | +13.8% | -15.7% | -5.6% |
| 1Y | +0.6% | +20.4% | -19.8% | -4.7% |
| 3Y | +26.4% | +33.6% | -7.1% | +14.4% |
| 5Y | +10.1% | +176.8% | -166.7% | -20.3% |
| 10Y | +301.3% | +324.6% | -23.3% | +154.5% |
| All | +8,618.9% | +4,940.3% | +3,678.6% | +3,714.4% |
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 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