+6,621.8%
MO vs ACGL
+4,429.2%
+2,192.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | -1.0% | +11.0% | -12.0% | -2.7% |
| 6M | +4.3% | -0.3% | +4.7% | +4.4% |
| YTD | +23.3% | +2.3% | +21.0% | +22.7% |
| 1Y | +10.5% | +6.4% | +4.1% | +9.1% |
| 3Y | +96.3% | +34.0% | +62.3% | +84.9% |
| 5Y | +98.9% | +161.6% | -62.8% | +66.0% |
| 10Y | +103.6% | +278.6% | -175.0% | +58.3% |
| All | +6,621.8% | +4,429.2% | +2,192.6% | +4,228.7% |
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