+383.8%
RF vs ACGL
+5,010.0%
-4,626.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.2% |
| 7D | +2.3% | +8.0% | -5.7% | -1.6% |
| 30D | +7.2% | +17.3% | -10.1% | -1.1% |
| 3M | -8.2% | +11.2% | -19.4% | -13.1% |
| 6M | +7.0% | +18.2% | -11.2% | -2.2% |
| YTD | +10.3% | +15.4% | -5.1% | +1.6% |
| 1Y | +25.1% | +26.5% | -1.5% | +10.0% |
| 3Y | +110.3% | +36.1% | +74.2% | +73.2% |
| 5Y | +47.1% | +175.9% | -128.8% | -17.1% |
| 10Y | +297.9% | +352.4% | -54.5% | +83.9% |
| All | +383.8% | +5,010.0% | -4,626.2% | +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 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