+427.5%
ORLY vs ACGL
+324.4%
+103.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.6% | +2.2% | +0.4% | +1.7% |
| 30D | +6.3% | +12.3% | -6.0% | +1.7% |
| 3M | -0.4% | +11.8% | -12.2% | -4.7% |
| 6M | +2.8% | +17.5% | -14.7% | -3.5% |
| YTD | +1.1% | +14.3% | -13.2% | -4.4% |
| 1Y | -6.3% | +18.2% | -24.4% | -12.5% |
| 3Y | +38.9% | +33.2% | +5.7% | +21.5% |
| 5Y | +113.1% | +174.3% | -61.2% | +36.6% |
| All | +427.5% | +324.4% | +103.2% | +188.7% |
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 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