+30.1%
ROK vs ACGL
+173.3%
-143.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +7.1% | +2.2% | +4.9% | +6.6% |
| 30D | -5.0% | +12.3% | -17.3% | -7.6% |
| 3M | -9.4% | +11.8% | -21.2% | -11.9% |
| 6M | -11.0% | +17.5% | -28.5% | -14.8% |
| YTD | +4.4% | +14.3% | -9.8% | +0.4% |
| 1Y | +7.4% | +18.2% | -10.8% | +2.2% |
| 3Y | +61.0% | +33.2% | +27.8% | +44.4% |
| All | +30.1% | +173.3% | -143.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling