+101.7%
SMR vs ACGL
+33.8%
+67.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.2% |
| 7D | -8.3% | +2.2% | -10.4% | -7.6% |
| 30D | -20.1% | +12.3% | -32.4% | -17.0% |
| 3M | -52.7% | +11.8% | -64.5% | -50.8% |
| 6M | -61.0% | +17.5% | -78.5% | -58.9% |
| YTD | -67.1% | +14.3% | -81.4% | -65.4% |
| 1Y | -79.9% | +18.2% | -98.0% | -78.8% |
| 3Y | +101.7% | +33.2% | +68.6% | +167.5% |
| All | +101.7% | +33.8% | +67.9% | +167.5% |
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 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