+415.4%
MAR vs ACGL
+263.8%
+151.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.0% |
| 7D | -1.7% | -2.9% | +1.2% | -0.2% |
| 30D | -6.9% | -2.8% | -4.1% | -5.5% |
| 3M | -15.8% | +6.8% | -22.6% | -19.2% |
| 6M | +1.9% | -1.5% | +3.5% | +2.0% |
| YTD | +6.6% | -0.2% | +6.8% | +5.6% |
| 1Y | +23.7% | +5.3% | +18.4% | +18.7% |
| 3Y | +64.6% | +30.3% | +34.3% | +35.1% |
| 5Y | +156.4% | +151.8% | +4.5% | +37.0% |
| 10Y | +415.4% | +266.9% | +148.5% | +116.6% |
| All | +415.4% | +263.8% | +151.6% | +116.6% |
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