+6,565.3%
ROK vs ACGL
+4,429.2%
+2,136.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | -3.3% | -1.0% | -2.3% | -3.1% |
| 3M | -5.9% | +11.0% | -16.9% | -9.4% |
| 6M | +13.9% | -0.3% | +14.2% | +13.3% |
| YTD | +12.6% | +2.3% | +10.3% | +10.8% |
| 1Y | +28.6% | +6.4% | +22.2% | +24.6% |
| 3Y | +45.1% | +34.0% | +11.1% | +27.4% |
| 5Y | +45.6% | +161.6% | -116.1% | +0.9% |
| 10Y | +345.0% | +278.6% | +66.4% | +168.8% |
| All | +6,565.3% | +4,429.2% | +2,136.1% | +2,470.7% |
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