-93.3%
OPEN vs ACGL
+173.1%
-266.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.3% |
| 7D | -24.7% | +1.3% | -26.0% | -24.7% |
| 30D | -41.0% | +14.2% | -55.2% | -42.1% |
| 3M | -62.4% | +11.1% | -73.4% | -62.9% |
| 6M | -73.9% | +16.4% | -90.2% | -74.5% |
| YTD | -77.5% | +13.8% | -91.3% | -78.1% |
| 1Y | -83.6% | +21.6% | -105.1% | -84.3% |
| 3Y | -37.0% | +33.5% | -70.6% | -40.3% |
| 5Y | -93.3% | +174.8% | -268.1% | -95.9% |
| All | -93.3% | +173.1% | -266.4% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling