+119.9%
NDAQ vs ACGL
+31.5%
+88.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.2% | +1.0% |
| 7D | +0.8% | +0.9% | 0.0% | +0.6% |
| 30D | +16.5% | +13.7% | +2.8% | +13.0% |
| 3M | +13.5% | +8.0% | +5.5% | +11.4% |
| 6M | +20.9% | +13.3% | +7.6% | +17.3% |
| YTD | +11.4% | +11.8% | -0.4% | +8.0% |
| 1Y | +25.9% | +22.2% | +3.7% | +19.4% |
| 3Y | +119.9% | +32.5% | +87.4% | +111.1% |
| All | +119.9% | +31.5% | +88.4% | +111.1% |
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