+2,013.4%
SIMO vs ACGL
+2,214.8%
-201.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.4% |
| 7D | -31.4% | +6.4% | -37.8% | -33.4% |
| 30D | -45.2% | +16.6% | -61.8% | -49.1% |
| 3M | -36.5% | +11.6% | -48.1% | -40.2% |
| 6M | -34.2% | +17.5% | -51.6% | -40.6% |
| YTD | +69.9% | +15.3% | +54.6% | +52.6% |
| 1Y | +60.4% | +26.3% | +34.1% | +37.4% |
| 3Y | +203.1% | +35.9% | +167.2% | +140.0% |
| 5Y | +145.4% | +168.2% | -22.7% | +28.3% |
| 10Y | +368.9% | +352.0% | +16.9% | +53.8% |
| All | +2,013.4% | +2,214.8% | -201.3% | +93.5% |
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