+266.4%
ROK vs ACGL
+332.3%
-65.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -11.5% | -1.1% | -10.5% | -11.2% |
| 30D | -10.0% | +13.1% | -23.1% | -14.6% |
| 3M | -11.4% | +9.8% | -21.2% | -15.1% |
| 6M | -13.7% | +15.3% | -29.0% | -19.4% |
| YTD | +1.0% | +12.7% | -11.7% | -5.2% |
| 1Y | +5.6% | +20.7% | -15.1% | -3.9% |
| 3Y | +59.1% | +34.3% | +24.8% | +33.0% |
| 5Y | +26.1% | +170.6% | -144.5% | -27.8% |
| 10Y | +266.4% | +330.6% | -64.2% | +58.1% |
| All | +266.4% | +332.3% | -65.9% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling