+8.3%
ROP vs ACGL
+22.6%
-14.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.2% |
| 7D | +2.1% | +0.9% | +1.3% | +1.7% |
| 30D | +32.9% | +13.7% | +19.2% | +24.9% |
| 3M | +20.3% | +8.0% | +12.3% | +15.6% |
| 6M | +36.8% | +13.3% | +23.5% | +30.3% |
| YTD | +8.1% | +11.8% | -3.7% | +2.2% |
| 1Y | +8.3% | +22.2% | -14.0% | -0.2% |
| All | +8.3% | +22.6% | -14.3% | -0.2% |
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