+643.2%
LYB vs ACGL
+1,115.4%
-472.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.2% |
| 7D | -0.9% | -2.9% | +2.1% | +0.9% |
| 30D | +9.5% | -2.8% | +12.3% | +11.3% |
| 3M | +1.3% | +6.8% | -5.5% | -3.6% |
| 6M | -1.7% | -1.5% | -0.2% | -2.4% |
| YTD | +54.1% | -0.2% | +54.4% | +51.0% |
| 1Y | +25.7% | +5.3% | +20.4% | +18.6% |
| 3Y | -20.9% | +30.3% | -51.2% | -38.9% |
| 5Y | -1.5% | +151.8% | -153.4% | -55.8% |
| 10Y | +45.0% | +266.9% | -221.9% | -53.1% |
| All | +643.2% | +1,115.4% | -472.2% | -29.3% |
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 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