+838.6%
TRMB vs ACGL
+4,938.9%
-4,100.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -16.6% | +1.3% | -17.8% | -17.0% |
| 30D | -8.9% | +14.2% | -23.1% | -12.7% |
| 3M | -6.3% | +11.1% | -17.4% | -9.5% |
| 6M | -10.0% | +16.4% | -26.3% | -14.3% |
| YTD | -30.1% | +13.8% | -43.9% | -33.3% |
| 1Y | -31.3% | +21.6% | -52.9% | -35.7% |
| 3Y | +30.8% | +33.5% | -2.7% | +17.4% |
| 5Y | -35.9% | +174.8% | -210.8% | -54.5% |
| 10Y | +101.7% | +330.4% | -228.6% | +25.2% |
| All | +838.6% | +4,938.9% | -4,100.4% | +303.8% |
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