+163.8%
ON vs ACGL
+6,531.0%
-6,367.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.8% |
| 7D | -11.7% | +0.9% | -12.5% | -12.1% |
| 30D | -23.3% | +13.7% | -37.0% | -28.0% |
| 3M | -19.2% | +8.0% | -27.2% | -22.6% |
| 6M | -40.1% | +13.3% | -53.4% | -45.0% |
| YTD | +16.9% | +11.8% | +5.1% | +7.5% |
| 1Y | +29.7% | +22.2% | +7.5% | +14.3% |
| 3Y | -4.4% | +32.5% | -36.9% | -22.4% |
| 5Y | +7.1% | +160.2% | -153.1% | -39.6% |
| 10Y | +447.2% | +338.5% | +108.7% | +139.1% |
| All | +163.8% | +6,531.0% | -6,367.2% | -39.0% |
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