+47.6%
ON vs ACGL
+28.7%
+18.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | +0.5% |
| 7D | -5.8% | +8.0% | -13.8% | +0.9% |
| 30D | -17.1% | +17.3% | -34.4% | -4.6% |
| 3M | -11.8% | +11.2% | -23.0% | -2.6% |
| 6M | -30.2% | +18.2% | -48.4% | -16.9% |
| YTD | +31.6% | +15.4% | +16.2% | +57.2% |
| 1Y | +47.6% | +26.5% | +21.0% | +81.6% |
| All | +47.6% | +28.7% | +18.8% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling