+18.0%
Q vs ACGL
+28.7%
-10.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | +2.2% |
| 7D | -3.3% | +8.0% | -11.2% | +3.6% |
| 30D | -9.7% | +17.3% | -27.0% | +4.2% |
| 3M | -16.1% | +11.2% | -27.3% | -7.2% |
| 6M | -15.7% | +18.2% | -33.9% | +0.2% |
| YTD | +45.7% | +15.4% | +30.4% | +69.4% |
| 1Y | +18.0% | +26.5% | -8.5% | +36.4% |
| All | +18.0% | +28.7% | -10.7% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling