-10.5%
OPEN vs ACGL
+35.5%
-46.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -5.8% | +6.4% | -12.2% | -5.7% |
| 30D | -21.1% | +16.6% | -37.8% | -21.0% |
| 3M | -52.4% | +11.6% | -64.0% | -52.3% |
| 6M | -65.8% | +17.5% | -83.2% | -65.7% |
| YTD | -69.3% | +15.3% | -84.6% | -69.3% |
| 1Y | -75.2% | +26.3% | -101.5% | -75.6% |
| All | -10.5% | +35.5% | -46.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling