-49.5%
SMR vs ACGL
+140.9%
-190.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -3.0% | +19.2% | +16.1% |
| 7D | -9.6% | +0.9% | -10.5% | -9.6% |
| 30D | -33.8% | +13.7% | -47.5% | -33.7% |
| 3M | -46.4% | +8.0% | -54.4% | -46.3% |
| 6M | -62.4% | +13.3% | -75.7% | -62.6% |
| YTD | -64.1% | +11.8% | -76.0% | -64.4% |
| 1Y | -84.3% | +22.2% | -106.6% | -84.7% |
| 3Y | +55.8% | +32.5% | +23.3% | +50.3% |
| All | -49.5% | +140.9% | -190.4% | -63.0% |
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 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