+134.5%
MO vs ACGL
+31.5%
+103.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.2% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | +9.7% | +13.7% | -4.0% | +6.5% |
| 3M | +14.1% | +8.0% | +6.1% | +12.1% |
| 6M | +11.9% | +13.3% | -1.4% | +9.0% |
| YTD | +38.4% | +11.8% | +26.6% | +35.1% |
| 1Y | +41.9% | +22.2% | +19.7% | +36.5% |
| 3Y | +134.5% | +32.5% | +102.0% | +120.8% |
| All | +134.5% | +31.5% | +103.0% | +120.8% |
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