+34,910.1%
ORLY vs ACGL
+4,429.2%
+30,480.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -5.9% | -1.0% | -4.9% | -5.7% |
| 3M | -0.6% | +11.0% | -11.6% | -2.9% |
| 6M | -6.8% | -0.3% | -6.4% | -6.8% |
| YTD | -3.6% | +2.3% | -5.9% | -4.3% |
| 1Y | -16.3% | +6.4% | -22.7% | -17.7% |
| 3Y | +39.1% | +34.0% | +5.2% | +29.0% |
| 5Y | +125.4% | +161.6% | -36.2% | +79.7% |
| 10Y | +366.5% | +278.6% | +88.0% | +240.4% |
| All | +34,910.1% | +4,429.2% | +30,480.9% | +20,244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling