-2.2%
SPOT vs ACGL
+21.8%
-24.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | +15.1% | +13.1% | +2.0% | +10.4% |
| 3M | +24.8% | +9.8% | +15.0% | +20.7% |
| 6M | +45.8% | +15.3% | +30.5% | +40.4% |
| YTD | +4.9% | +12.7% | -7.8% | -0.7% |
| All | -2.2% | +21.8% | -24.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling