-30.2%
OPEN vs ACGL
+35.1%
-65.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -21.7% | -1.1% | -20.6% | -21.6% |
| 30D | -36.5% | +13.1% | -49.6% | -36.3% |
| 3M | -59.5% | +9.8% | -69.3% | -59.4% |
| 6M | -71.9% | +15.3% | -87.1% | -71.8% |
| YTD | -75.8% | +12.7% | -88.5% | -75.8% |
| 1Y | -78.5% | +20.7% | -99.2% | -78.7% |
| 3Y | -30.2% | +34.3% | -64.5% | -10.3% |
| All | -30.2% | +35.1% | -65.3% | -10.3% |
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