-11.4%
TEAM vs ACGL
+31.5%
-42.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -3.0% | -13.2% | -15.9% |
| 7D | -19.8% | +0.9% | -20.7% | -19.8% |
| 30D | -21.5% | +13.7% | -35.2% | -22.0% |
| 3M | +39.5% | +8.0% | +31.4% | +38.8% |
| 6M | +73.1% | +13.3% | +59.8% | +72.7% |
| YTD | -5.2% | +11.8% | -17.1% | -5.4% |
| 1Y | -1.6% | +22.2% | -23.8% | -2.0% |
| 3Y | -11.4% | +32.5% | -43.9% | -1.3% |
| All | -11.4% | +31.5% | -42.9% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling