+167.1%
P vs ACGL
+35.5%
+131.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.1% | -16.3% | -16.4% |
| 7D | -31.9% | +6.4% | -38.3% | -30.6% |
| 30D | -36.5% | +16.6% | -53.1% | -33.7% |
| 3M | +11.6% | +11.6% | 0.0% | +15.5% |
| 6M | +25.2% | +17.5% | +7.8% | +31.4% |
| YTD | +39.4% | +15.3% | +24.2% | +46.2% |
| 1Y | -3.7% | +26.3% | -30.0% | +1.3% |
| All | +167.1% | +35.5% | +131.6% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling