-87.0%
OPEN vs ACGL
+273.5%
-360.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -3.0% | -18.8% | -21.5% |
| 7D | -22.2% | +0.9% | -23.1% | -22.1% |
| 30D | -38.3% | +13.7% | -52.1% | -38.8% |
| 3M | -59.4% | +8.0% | -67.4% | -59.5% |
| 6M | -74.4% | +13.3% | -87.6% | -74.6% |
| YTD | -76.0% | +11.8% | -87.8% | -76.2% |
| 1Y | -78.7% | +22.2% | -100.9% | -79.1% |
| 3Y | -30.0% | +32.5% | -62.5% | -31.1% |
| 5Y | -93.7% | +160.2% | -253.9% | -94.6% |
| All | -87.0% | +273.5% | -360.5% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling