-53.7%
SMR vs ACGL
+146.1%
-199.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.3% |
| 7D | -8.3% | +2.2% | -10.4% | -8.2% |
| 30D | -20.1% | +12.3% | -32.4% | -19.9% |
| 3M | -52.7% | +11.8% | -64.5% | -52.6% |
| 6M | -61.0% | +17.5% | -78.5% | -61.2% |
| YTD | -67.1% | +14.3% | -81.4% | -67.3% |
| 1Y | -79.9% | +18.2% | -98.0% | -80.1% |
| 3Y | +101.7% | +33.2% | +68.6% | +96.0% |
| All | -53.7% | +146.1% | -199.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling