+46.4%
ROK vs ACGL
+158.6%
-112.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.5% |
| 7D | +2.8% | -2.9% | +5.7% | +3.5% |
| 30D | -2.4% | -2.8% | +0.4% | -1.8% |
| 3M | -4.7% | +6.8% | -11.5% | -6.7% |
| 6M | +16.8% | -1.5% | +18.3% | +16.7% |
| YTD | +11.4% | -0.2% | +11.6% | +10.6% |
| 1Y | +26.2% | +5.3% | +20.9% | +23.1% |
| 3Y | +51.9% | +30.3% | +21.6% | +33.3% |
| 5Y | +46.4% | +151.8% | -105.4% | -8.9% |
| All | +46.4% | +158.6% | -112.2% | -8.9% |
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