+498.8%
MAR vs ACGL
+324.4%
+174.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.6% | +2.2% | -0.6% | +0.5% |
| 30D | +13.8% | +12.3% | +1.5% | +6.9% |
| 3M | +20.3% | +11.8% | +8.5% | +13.2% |
| 6M | +21.3% | +17.5% | +3.9% | +10.4% |
| YTD | +37.2% | +14.3% | +22.9% | +26.3% |
| 1Y | +48.4% | +18.2% | +30.3% | +34.2% |
| 3Y | +120.1% | +33.2% | +87.0% | +80.1% |
| 5Y | +182.1% | +174.3% | +7.8% | +44.6% |
| All | +498.8% | +324.4% | +174.4% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling