+11.1%
S vs ACGL
+34.2%
-23.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -7.7% | -0.7% | -7.0% | -7.6% |
| 30D | -5.3% | -1.0% | -4.3% | -5.2% |
| 3M | +20.3% | +11.0% | +9.2% | +17.6% |
| 6M | +47.4% | -0.3% | +47.7% | +47.2% |
| YTD | +32.5% | +2.3% | +30.3% | +31.4% |
| 1Y | +9.5% | +6.4% | +3.2% | +7.7% |
| All | +11.1% | +34.2% | -23.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling