-0.2%
W vs ACGL
+20.5%
-20.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | -1.7% | -1.2% | -0.5% | -2.1% |
| 30D | +3.2% | +12.8% | -9.6% | +8.4% |
| 3M | +8.3% | +12.3% | -4.0% | +13.5% |
| 6M | +84.3% | +15.8% | +68.5% | +98.1% |
| YTD | +11.0% | +13.9% | -2.9% | +21.3% |
| 1Y | -0.2% | +19.0% | -19.2% | -0.4% |
| All | -0.2% | +20.5% | -20.7% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling