-3.6%
SMR vs ACGL
+120.3%
-123.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +4.4% | -0.7% | +5.2% | +4.4% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | -19.2% | +11.0% | -30.2% | -20.2% |
| 6M | -22.6% | -0.3% | -22.3% | -22.7% |
| YTD | -31.5% | +2.3% | -33.8% | -32.1% |
| 1Y | -73.1% | +6.4% | -79.5% | -73.6% |
| 3Y | +55.0% | +34.0% | +21.0% | +43.3% |
| All | -3.6% | +120.3% | -123.8% | -29.4% |
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