+145.5%
MO vs ACGL
+33.8%
+111.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.3% | +2.2% | +1.1% | +2.8% |
| 30D | +7.5% | +12.3% | -4.8% | +4.6% |
| 3M | +22.8% | +11.8% | +11.0% | +19.6% |
| 6M | +13.4% | +17.5% | -4.1% | +9.7% |
| YTD | +43.0% | +14.3% | +28.7% | +38.8% |
| 1Y | +45.2% | +18.2% | +27.1% | +40.2% |
| 3Y | +145.5% | +33.2% | +112.4% | +131.3% |
| All | +145.5% | +33.8% | +111.8% | +131.3% |
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