+802.8%
TEAM vs ACGL
+326.4%
+476.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +67.3% | -1.0% | +68.3% | +67.5% |
| 3M | +86.8% | +11.0% | +75.7% | +83.2% |
| 6M | +146.8% | -0.3% | +147.1% | +146.6% |
| YTD | +16.9% | +2.3% | +14.7% | +16.1% |
| 1Y | +12.8% | +6.4% | +6.4% | +11.0% |
| 3Y | -7.3% | +34.0% | -41.2% | -14.5% |
| 5Y | -50.7% | +161.6% | -212.3% | -62.0% |
| 10Y | +529.8% | +278.6% | +251.2% | +331.4% |
| All | +802.8% | +326.4% | +476.3% | +497.9% |
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