+416.8%
ORLY vs ACGL
+329.5%
+87.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.9% | -1.4% | -0.6% | -1.4% |
| 30D | +4.5% | +12.4% | -7.9% | -0.1% |
| 3M | -2.2% | +11.1% | -13.3% | -6.1% |
| 6M | -0.9% | +16.3% | -17.2% | -6.6% |
| YTD | -0.7% | +13.8% | -14.5% | -6.0% |
| 1Y | -8.7% | +20.4% | -29.2% | -15.4% |
| 3Y | +37.7% | +33.6% | +4.1% | +20.3% |
| 5Y | +110.5% | +176.8% | -66.3% | +34.5% |
| 10Y | +416.8% | +324.6% | +92.2% | +181.0% |
| All | +416.8% | +329.5% | +87.3% | +181.0% |
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 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