+240.4%
TPR vs ACGL
+161.8%
+78.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -23.0% | -1.0% | -22.0% | -22.8% |
| 3M | -12.5% | +11.0% | -23.5% | -15.2% |
| 6M | -21.4% | -0.3% | -21.1% | -21.6% |
| YTD | -3.5% | +2.3% | -5.8% | -4.5% |
| 1Y | +17.4% | +6.4% | +11.0% | +14.7% |
| 3Y | +291.3% | +34.0% | +257.3% | +241.5% |
| All | +240.4% | +161.8% | +78.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling