+6,728.2%
REGN vs ACGL
+4,960.6%
+1,767.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +5.7% | +2.2% | +3.5% | +5.1% |
| 30D | +22.8% | +12.3% | +10.4% | +19.1% |
| 3M | +18.7% | +11.8% | +6.9% | +15.2% |
| 6M | +33.1% | +17.5% | +15.6% | +27.3% |
| YTD | +24.3% | +14.3% | +10.0% | +19.6% |
| 1Y | +38.2% | +18.2% | +20.0% | +31.9% |
| 3Y | +21.1% | +33.2% | -12.1% | +10.7% |
| 5Y | +52.8% | +174.3% | -121.5% | +14.2% |
| 10Y | +129.8% | +326.3% | -196.5% | +44.0% |
| All | +6,728.2% | +4,960.6% | +1,767.6% | +2,575.5% |
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