+9.5%
MO vs ACGL
+5.7%
+3.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.6% |
| 30D | +3.6% | -2.2% | +5.8% | +4.5% |
| 3M | -3.7% | +6.3% | -10.0% | -4.0% |
| 6M | +4.5% | +0.5% | +4.0% | +4.8% |
| YTD | +21.5% | +0.2% | +21.3% | +22.6% |
| 1Y | +9.5% | +7.3% | +2.3% | +9.5% |
| All | +9.5% | +5.7% | +3.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling