+3,567.8%
O vs ACGL
+4,853.1%
-1,285.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.2% |
| 7D | +3.7% | +0.9% | +2.8% | +3.4% |
| 30D | +11.2% | +13.7% | -2.5% | +6.7% |
| 3M | -4.0% | +8.0% | -12.0% | -6.4% |
| 6M | -5.2% | +13.3% | -18.5% | -9.1% |
| YTD | +9.5% | +11.8% | -2.4% | +5.2% |
| 1Y | +10.6% | +22.2% | -11.6% | +3.3% |
| 3Y | +38.1% | +32.5% | +5.6% | +23.5% |
| 5Y | +10.2% | +160.2% | -150.0% | -22.6% |
| 10Y | +71.4% | +338.5% | -267.1% | +1.6% |
| All | +3,567.8% | +4,853.1% | -1,285.3% | +1,402.9% |
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 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