+20.2%
SOLS vs ACGL
+23.2%
-2.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.4% | +4.1% |
| 7D | -4.2% | +0.9% | -5.1% | -3.8% |
| 30D | -3.9% | +13.7% | -17.6% | +0.2% |
| 3M | -6.6% | +8.0% | -14.6% | -3.8% |
| 6M | -29.1% | +13.3% | -42.4% | -26.2% |
| YTD | +19.8% | +11.8% | +7.9% | +26.1% |
| 1Y | +29.2% | +22.2% | +7.0% | +26.0% |
| All | +20.2% | +23.2% | -2.9% | +16.1% |
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 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