+2,681.9%
SO vs ACGL
+4,429.2%
-1,747.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | -3.0% | +11.0% | -14.1% | -5.0% |
| 6M | -8.3% | -0.3% | -7.9% | -8.3% |
| YTD | +3.5% | +2.3% | +1.3% | +2.9% |
| 1Y | -0.9% | +6.4% | -7.3% | -2.3% |
| 3Y | +45.4% | +34.0% | +11.4% | +36.2% |
| 5Y | +59.6% | +161.6% | -102.0% | +30.8% |
| 10Y | +156.6% | +278.6% | -122.0% | +96.2% |
| All | +2,681.9% | +4,429.2% | -1,747.3% | +1,633.1% |
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