+120.9%
MAR vs ACGL
+33.3%
+87.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +1.8% | -1.2% | +3.0% | +2.1% |
| 30D | +14.3% | +12.8% | +1.5% | +10.2% |
| 3M | +20.0% | +12.3% | +7.7% | +15.8% |
| 6M | +21.7% | +15.8% | +5.9% | +15.9% |
| YTD | +37.7% | +13.9% | +23.8% | +31.6% |
| 1Y | +46.8% | +19.0% | +27.8% | +38.3% |
| All | +120.9% | +33.3% | +87.6% | +112.1% |
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