+6,893.4%
URI vs ACGL
+4,168.9%
+2,724.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -12.9% | -1.0% | -11.9% | -12.6% |
| 3M | -6.7% | +11.0% | -17.8% | -11.6% |
| 6M | +19.0% | -0.3% | +19.3% | +18.2% |
| YTD | +25.5% | +2.3% | +23.3% | +22.8% |
| 1Y | +5.5% | +6.4% | -0.8% | +1.1% |
| 3Y | +111.3% | +34.0% | +77.3% | +76.2% |
| 5Y | +198.6% | +161.6% | +36.9% | +81.3% |
| 10Y | +1,179.9% | +278.6% | +901.3% | +565.4% |
| All | +6,893.4% | +4,168.9% | +2,724.5% | +1,984.0% |
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 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