+407.0%
RF vs ACGL
+4,429.2%
-4,022.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.8% |
| 7D | +1.3% | -0.7% | +2.1% | +1.7% |
| 30D | -3.6% | -1.0% | -2.6% | -3.2% |
| 3M | +8.1% | +11.0% | -3.0% | +2.1% |
| 6M | +11.5% | -0.3% | +11.8% | +11.0% |
| YTD | +15.6% | +2.3% | +13.3% | +13.3% |
| 1Y | +15.7% | +6.4% | +9.3% | +11.0% |
| 3Y | +86.9% | +34.0% | +52.9% | +54.4% |
| 5Y | +89.8% | +161.6% | -71.8% | +9.8% |
| 10Y | +344.7% | +278.6% | +66.1% | +123.6% |
| All | +407.0% | +4,429.2% | -4,022.2% | +52.0% |
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