+119.8%
NDAQ vs ACGL
+34.9%
+85.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | +17.5% | +14.2% | +3.3% | +13.8% |
| 3M | +15.4% | +11.1% | +4.4% | +12.5% |
| 6M | +24.6% | +16.4% | +8.3% | +20.1% |
| YTD | +14.4% | +13.8% | +0.6% | +10.5% |
| 1Y | +26.9% | +21.6% | +5.4% | +20.5% |
| 3Y | +119.8% | +33.5% | +86.3% | +111.2% |
| All | +119.8% | +34.9% | +85.0% | +111.2% |
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