-80.9%
SMR vs ACGL
+21.8%
-102.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +8.1% |
| 7D | +1.7% | -1.1% | +2.8% | +0.7% |
| 30D | -24.4% | +13.1% | -37.6% | -10.7% |
| 3M | -44.6% | +9.8% | -54.4% | -36.4% |
| 6M | -56.7% | +15.3% | -71.9% | -45.2% |
| YTD | -61.6% | +12.7% | -74.3% | -52.6% |
| All | -80.9% | +21.8% | -102.6% | -73.3% |
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 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