+370.8%
MOD vs ACGL
+5,010.0%
-4,639.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.7% | -24.1% | -22.6% |
| 7D | -31.3% | +8.0% | -39.3% | -33.9% |
| 30D | -46.1% | +17.3% | -63.4% | -50.1% |
| 3M | -51.1% | +11.2% | -62.4% | -53.8% |
| 6M | -62.1% | +18.2% | -80.2% | -65.6% |
| YTD | -26.2% | +15.4% | -41.6% | -32.7% |
| 1Y | -32.6% | +26.5% | -59.1% | -41.0% |
| 3Y | +133.8% | +36.1% | +97.8% | +91.1% |
| 5Y | +792.8% | +175.9% | +616.8% | +429.3% |
| 10Y | +959.8% | +352.4% | +607.4% | +410.7% |
| All | +370.8% | +5,010.0% | -4,639.2% | +32.3% |
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 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