+113.0%
SPOT vs ACGL
+161.8%
-48.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | +12.5% | -1.0% | +13.5% | +12.9% |
| 3M | +9.9% | +11.0% | -1.2% | +6.6% |
| 6M | +1.6% | -0.3% | +1.9% | +1.5% |
| YTD | -6.6% | +2.3% | -8.9% | -7.6% |
| 1Y | -22.9% | +6.4% | -29.3% | -24.9% |
| 3Y | +244.3% | +34.0% | +210.3% | +203.5% |
| All | +113.0% | +161.8% | -48.8% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling