+485.4%
P vs ACGL
+311.4%
+174.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | +6.5% | -0.7% | +7.3% | +6.9% |
| 30D | +18.8% | -1.0% | +19.8% | +19.3% |
| 3M | +26.7% | +11.0% | +15.7% | +20.7% |
| 6M | +62.2% | -0.3% | +62.5% | +60.6% |
| YTD | +48.5% | +2.3% | +46.2% | +44.5% |
| 1Y | +26.4% | +6.4% | +20.0% | +20.2% |
| 3Y | +159.4% | +34.0% | +125.4% | +111.1% |
| 5Y | +275.8% | +161.6% | +114.2% | +106.9% |
| 10Y | +732.0% | +278.6% | +453.4% | +246.2% |
| All | +485.4% | +311.4% | +174.0% | +110.8% |
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