-39.0%
U vs ACGL
+239.7%
-278.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -3.8% | -0.7% | -3.1% | -3.8% |
| 30D | +17.5% | -1.0% | +18.5% | +17.5% |
| 3M | +38.7% | +11.0% | +27.7% | +37.5% |
| 6M | +104.4% | -0.3% | +104.7% | +104.2% |
| YTD | -5.7% | +2.3% | -8.0% | -6.3% |
| 1Y | +3.7% | +6.4% | -2.7% | +2.3% |
| 3Y | +12.3% | +34.0% | -21.6% | +6.7% |
| 5Y | -68.8% | +161.6% | -230.5% | -72.6% |
| All | -39.0% | +239.7% | -278.7% | -43.3% |
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