+50.6%
LYB vs ACGL
+28.7%
+21.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -4.6% |
| 7D | -6.2% | +8.0% | -14.2% | -5.9% |
| 30D | +6.3% | +17.3% | -11.0% | +7.2% |
| 3M | +4.1% | +11.2% | -7.1% | +4.4% |
| 6M | -15.5% | +18.2% | -33.7% | -14.4% |
| YTD | +50.2% | +15.4% | +34.9% | +49.1% |
| 1Y | +50.6% | +26.5% | +24.1% | +32.3% |
| All | +50.6% | +28.7% | +21.9% | +32.3% |
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