+449.6%
P vs ACGL
+363.7%
+86.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.1% | -16.3% | -16.4% |
| 7D | -31.9% | +6.4% | -38.3% | -33.5% |
| 30D | -36.5% | +16.6% | -53.1% | -40.3% |
| 3M | +11.6% | +11.6% | 0.0% | +6.5% |
| 6M | +25.2% | +17.5% | +7.8% | +16.1% |
| YTD | +39.4% | +15.3% | +24.2% | +29.0% |
| 1Y | -3.7% | +26.3% | -30.0% | -14.5% |
| 3Y | +167.3% | +35.9% | +131.4% | +119.1% |
| 5Y | +237.3% | +168.2% | +69.2% | +86.4% |
| 10Y | +698.6% | +352.0% | +346.7% | +203.5% |
| All | +449.6% | +363.7% | +86.0% | +88.2% |
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