-66.4%
MOD vs ACGL
+19.0%
-85.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.4% |
| 7D | -34.2% | +6.4% | -40.5% | -26.9% |
| 30D | -51.9% | +16.6% | -68.5% | -39.2% |
| 3M | -53.0% | +11.6% | -64.6% | -44.1% |
| 6M | -66.4% | +17.5% | -83.8% | -52.9% |
| All | -66.4% | +19.0% | -85.3% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling