-24.7%
U vs ACGL
+271.5%
-296.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.7% |
| 7D | +36.6% | +0.9% | +35.7% | +36.5% |
| 30D | +13.3% | +13.7% | -0.4% | +12.3% |
| 3M | +26.2% | +8.0% | +18.1% | +25.4% |
| 6M | +88.7% | +13.3% | +75.5% | +86.8% |
| YTD | +16.6% | +11.8% | +4.7% | +15.1% |
| 1Y | +29.0% | +22.2% | +6.7% | +25.7% |
| 3Y | +99.5% | +32.5% | +67.0% | +92.2% |
| 5Y | -66.1% | +160.2% | -226.3% | -70.9% |
| All | -24.7% | +271.5% | -296.2% | -30.4% |
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 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