+638.6%
T vs ACGL
+5,005.0%
-4,366.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.3% | +6.4% | -2.1% | +2.9% |
| 30D | -9.7% | +16.6% | -26.3% | -12.6% |
| 3M | -4.3% | +11.6% | -15.9% | -6.6% |
| 6M | -13.7% | +17.5% | -31.1% | -16.7% |
| YTD | -8.0% | +15.3% | -23.2% | -10.9% |
| 1Y | -6.9% | +26.3% | -33.2% | -11.7% |
| 3Y | +59.7% | +35.9% | +23.8% | +47.7% |
| 5Y | +53.4% | +168.2% | -114.8% | +20.7% |
| 10Y | +58.2% | +352.0% | -293.7% | +10.3% |
| All | +638.6% | +5,005.0% | -4,366.3% | +299.1% |
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