+7,162.1%
SYK vs ACGL
+4,429.2%
+2,732.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.1% |
| 7D | -8.3% | -0.7% | -7.6% | -8.2% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | +0.9% | +11.0% | -10.1% | -1.7% |
| 6M | -20.2% | -0.3% | -19.9% | -20.1% |
| YTD | -13.3% | +2.3% | -15.6% | -13.9% |
| 1Y | -22.3% | +6.4% | -28.7% | -23.7% |
| 3Y | +9.7% | +34.0% | -24.2% | +0.7% |
| 5Y | +15.4% | +161.6% | -146.2% | -11.1% |
| 10Y | +192.9% | +278.6% | -85.7% | +107.0% |
| All | +7,162.1% | +4,429.2% | +2,732.8% | +3,853.8% |
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