-22.0%
LYB vs ACGL
+30.5%
-52.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -3.6% | +2.9% | -0.2% |
| 30D | +1.5% | -2.1% | +3.6% | +1.8% |
| 3M | -0.3% | +5.4% | -5.6% | -1.4% |
| 6M | +0.1% | 0.0% | 0.0% | -0.3% |
| YTD | +53.4% | +0.3% | +53.2% | +52.3% |
| 1Y | +25.6% | +6.2% | +19.5% | +23.1% |
| All | -22.0% | +30.5% | -52.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling