-53.2%
S vs ACGL
+165.4%
-218.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.1% |
| 6M | +47.4% | -0.3% | +47.7% | +47.2% |
| YTD | +32.5% | +2.3% | +30.3% | +31.7% |
| 1Y | +9.5% | +6.4% | +3.2% | +8.0% |
| 3Y | +15.5% | +34.0% | -18.4% | +11.2% |
| 5Y | -71.2% | +161.6% | -232.8% | -74.8% |
| All | -53.2% | +165.4% | -218.6% | -58.2% |
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 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