+144.6%
URI vs ACGL
+35.5%
+109.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.1% |
| 7D | -12.9% | +6.4% | -19.3% | -13.7% |
| 30D | -3.4% | +16.6% | -20.0% | -5.4% |
| 3M | -10.0% | +11.6% | -21.6% | -11.4% |
| 6M | +12.2% | +17.5% | -5.3% | +9.4% |
| YTD | +29.8% | +15.3% | +14.5% | +26.8% |
| 1Y | +24.6% | +26.3% | -1.7% | +19.8% |
| All | +144.6% | +35.5% | +109.1% | +162.6% |
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