+26.2%
ROK vs ACGL
+2.4%
+23.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -1.3% |
| 7D | +2.8% | -2.9% | +5.7% | +2.5% |
| 30D | -2.4% | -2.8% | +0.4% | -2.7% |
| 3M | -4.7% | +6.8% | -11.5% | -4.2% |
| 6M | +16.8% | -1.5% | +18.3% | +17.5% |
| YTD | +11.4% | -0.2% | +11.6% | +12.4% |
| 1Y | +26.2% | +5.3% | +20.9% | +26.5% |
| All | +26.2% | +2.4% | +23.8% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling