+15.8%
Q vs ACGL
+27.1%
-11.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -10.3% | +6.4% | -16.7% | -5.3% |
| 30D | -17.7% | +16.6% | -34.3% | -5.9% |
| 3M | -18.8% | +11.6% | -30.4% | -10.2% |
| 6M | -24.8% | +17.5% | -42.2% | -11.5% |
| YTD | +35.0% | +15.3% | +19.7% | +56.1% |
| 1Y | +10.7% | +26.3% | -15.6% | +29.2% |
| All | +15.8% | +27.1% | -11.3% | +35.5% |
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