+416.5%
TPR vs ACGL
+31.5%
+385.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | +14.2% | +0.9% | +13.3% | +14.1% |
| 30D | +17.1% | +13.7% | +3.4% | +15.0% |
| 3M | -17.7% | +8.0% | -25.8% | -18.6% |
| 6M | -10.2% | +13.3% | -23.5% | -11.8% |
| YTD | +4.9% | +11.8% | -6.9% | +3.2% |
| 1Y | +36.1% | +22.2% | +13.9% | +32.6% |
| 3Y | +416.5% | +32.5% | +384.0% | +444.5% |
| All | +416.5% | +31.5% | +385.0% | +444.5% |
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