+3,668.3%
O vs ACGL
+4,429.2%
-760.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | +3.8% | +11.0% | -7.2% | +0.4% |
| 6M | -4.7% | -0.3% | -4.4% | -4.9% |
| YTD | +12.5% | +2.3% | +10.2% | +11.3% |
| 1Y | +10.8% | +6.4% | +4.5% | +8.1% |
| 3Y | +28.8% | +34.0% | -5.2% | +14.4% |
| 5Y | +13.2% | +161.6% | -148.4% | -20.8% |
| 10Y | +53.5% | +278.6% | -225.1% | -4.9% |
| All | +3,668.3% | +4,429.2% | -760.9% | +1,489.7% |
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