+2,586.3%
NDAQ vs ACGL
+3,619.0%
-1,032.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.2% | +6.4% | -5.2% | -2.3% |
| 30D | +15.8% | +16.6% | -0.8% | +6.3% |
| 3M | +13.4% | +11.6% | +1.8% | +6.6% |
| 6M | +20.9% | +17.5% | +3.4% | +10.0% |
| YTD | +11.1% | +15.3% | -4.2% | +1.4% |
| 1Y | +26.5% | +26.3% | +0.2% | +9.6% |
| 3Y | +121.5% | +35.9% | +85.6% | +77.0% |
| 5Y | +61.3% | +168.2% | -106.9% | -18.5% |
| 10Y | +480.0% | +352.0% | +128.0% | +82.9% |
| All | +2,586.3% | +3,619.0% | -1,032.7% | +183.5% |
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