+3,072.4%
SMCI vs ACGL
+1,446.6%
+1,625.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.3% |
| 7D | -11.5% | +1.3% | -12.7% | -12.2% |
| 30D | -33.6% | +14.2% | -47.8% | -38.2% |
| 3M | -11.7% | +11.1% | -22.7% | -17.2% |
| 6M | -21.4% | +16.4% | -37.8% | -29.5% |
| YTD | -5.1% | +13.8% | -18.8% | -14.6% |
| 1Y | -30.9% | +21.6% | -52.4% | -40.1% |
| 3Y | +4.5% | +33.5% | -29.1% | -20.6% |
| 5Y | +534.2% | +174.8% | +359.3% | +203.6% |
| 10Y | +1,062.8% | +330.4% | +732.4% | +288.2% |
| All | +3,072.4% | +1,446.6% | +1,625.8% | +356.3% |
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