-35.2%
MOD vs ACGL
+22.6%
-57.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +3.1% |
| 7D | -25.5% | +0.9% | -26.4% | -24.5% |
| 30D | -49.0% | +13.7% | -62.7% | -43.6% |
| 3M | -49.8% | +8.0% | -57.9% | -46.1% |
| 6M | -64.8% | +13.3% | -78.1% | -60.5% |
| YTD | -27.6% | +11.8% | -39.5% | -19.4% |
| 1Y | -35.2% | +22.2% | -57.4% | -22.6% |
| All | -35.2% | +22.6% | -57.8% | -22.6% |
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