+364.1%
ORLY vs ACGL
+270.1%
+94.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | -6.7% | -2.2% | -4.5% | -5.9% |
| 3M | -3.8% | +6.3% | -10.1% | -6.1% |
| 6M | -9.0% | +0.5% | -9.5% | -9.3% |
| YTD | -5.6% | +0.2% | -5.8% | -6.1% |
| 1Y | -19.5% | +7.3% | -26.8% | -22.1% |
| 3Y | +34.7% | +30.8% | +3.9% | +18.2% |
| 5Y | +118.0% | +155.8% | -37.7% | +43.0% |
| 10Y | +364.1% | +276.3% | +87.8% | +140.0% |
| All | +364.1% | +270.1% | +94.0% | +140.0% |
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