+7,341.5%
SYK vs ACGL
+4,960.6%
+2,380.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.0% | +2.2% | -7.2% | -5.5% |
| 30D | +9.9% | +12.3% | -2.4% | +6.8% |
| 3M | -8.9% | +11.8% | -20.7% | -11.5% |
| 6M | +3.1% | +17.5% | -14.4% | -0.9% |
| YTD | -11.1% | +14.3% | -25.4% | -14.1% |
| 1Y | -16.2% | +18.2% | -34.3% | -19.7% |
| 3Y | +13.2% | +33.2% | -20.0% | +4.2% |
| 5Y | +23.5% | +174.3% | -150.8% | -6.0% |
| 10Y | +213.3% | +326.3% | -113.0% | +115.2% |
| All | +7,341.5% | +4,960.6% | +2,380.9% | +3,840.8% |
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