+120.5%
URI vs ACGL
+34.2%
+86.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -12.9% | -1.0% | -11.9% | -12.8% |
| 3M | -6.7% | +11.0% | -17.8% | -8.4% |
| 6M | +19.0% | -0.3% | +19.3% | +18.9% |
| YTD | +25.5% | +2.3% | +23.3% | +24.8% |
| 1Y | +5.5% | +6.4% | -0.8% | +4.2% |
| All | +120.5% | +34.2% | +86.3% | +121.0% |
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