+311.1%
SPOT vs ACGL
+303.6%
+7.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | +16.9% | +12.3% | +4.6% | +13.2% |
| 3M | +23.0% | +11.8% | +11.1% | +19.3% |
| 6M | +42.2% | +17.5% | +24.7% | +36.0% |
| YTD | +5.5% | +14.3% | -8.8% | +1.3% |
| 1Y | -5.1% | +18.2% | -23.2% | -9.7% |
| 3Y | +257.9% | +33.2% | +224.8% | +224.7% |
| 5Y | +118.4% | +174.3% | -56.0% | +60.2% |
| All | +311.1% | +303.6% | +7.6% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling