+631.8%
TEAM vs ACGL
+366.3%
+265.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -3.0% | -13.2% | -15.6% |
| 7D | -19.8% | +0.9% | -20.7% | -19.9% |
| 30D | -21.5% | +13.7% | -35.2% | -23.5% |
| 3M | +39.5% | +8.0% | +31.4% | +37.3% |
| 6M | +73.1% | +13.3% | +59.8% | +68.9% |
| YTD | -5.2% | +11.8% | -17.1% | -7.5% |
| 1Y | -1.6% | +22.2% | -23.8% | -5.7% |
| 3Y | -11.4% | +32.5% | -43.9% | -17.8% |
| 5Y | -65.1% | +160.2% | -225.3% | -73.0% |
| 10Y | +471.3% | +338.5% | +132.8% | +281.2% |
| All | +631.8% | +366.3% | +265.5% | +376.3% |
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 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