+2,498.9%
MAR vs ACGL
+3,936.9%
-1,438.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.8% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | -6.7% | -1.0% | -5.7% | -6.3% |
| 3M | -12.5% | +11.0% | -23.5% | -16.1% |
| 6M | +0.6% | -0.3% | +0.9% | +0.2% |
| YTD | +9.1% | +2.3% | +6.8% | +7.5% |
| 1Y | +26.2% | +6.4% | +19.8% | +22.4% |
| 3Y | +68.2% | +34.0% | +34.2% | +47.1% |
| 5Y | +163.9% | +161.6% | +2.3% | +78.3% |
| 10Y | +420.6% | +278.6% | +142.0% | +207.4% |
| All | +2,498.9% | +3,936.9% | -1,438.0% | +943.0% |
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