+7,548.3%
LOW vs ACGL
+4,429.2%
+3,119.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -7.0% | -1.0% | -6.0% | -6.8% |
| 3M | -0.9% | +11.0% | -11.9% | -3.8% |
| 6M | -20.1% | -0.3% | -19.8% | -20.1% |
| YTD | -13.9% | +2.3% | -16.2% | -14.7% |
| 1Y | -21.1% | +6.4% | -27.5% | -22.9% |
| 3Y | -6.6% | +34.0% | -40.6% | -15.9% |
| 5Y | +9.4% | +161.6% | -152.3% | -19.8% |
| 10Y | +220.5% | +278.6% | -58.1% | +109.6% |
| All | +7,548.3% | +4,429.2% | +3,119.1% | +3,344.7% |
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