+7,682.4%
URI vs ACGL
+4,716.4%
+2,966.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -5.6% |
| 7D | -4.3% | +8.0% | -12.3% | -7.7% |
| 30D | +4.6% | +17.3% | -12.7% | -2.8% |
| 3M | -2.1% | +11.2% | -13.3% | -7.0% |
| 6M | +21.9% | +18.2% | +3.7% | +11.9% |
| YTD | +39.7% | +15.4% | +24.3% | +29.1% |
| 1Y | +32.9% | +26.5% | +6.3% | +17.6% |
| 3Y | +155.8% | +36.1% | +119.7% | +112.5% |
| 5Y | +202.4% | +175.9% | +26.5% | +79.1% |
| 10Y | +1,517.7% | +352.4% | +1,165.3% | +678.1% |
| All | +7,682.4% | +4,716.4% | +2,966.1% | +2,090.5% |
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