+163.6%
W vs ACGL
+468.6%
-305.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +3.2% |
| 7D | -4.2% | -0.7% | -3.4% | -3.9% |
| 30D | -7.6% | -1.0% | -6.6% | -7.3% |
| 3M | +37.2% | +11.0% | +26.1% | +30.7% |
| 6M | +26.3% | -0.3% | +26.6% | +25.3% |
| YTD | -1.0% | +2.3% | -3.2% | -3.7% |
| 1Y | +20.1% | +6.4% | +13.7% | +14.4% |
| 3Y | +37.8% | +34.0% | +3.8% | +12.3% |
| 5Y | -63.7% | +161.6% | -225.3% | -79.8% |
| 10Y | +156.3% | +278.6% | -122.3% | +9.7% |
| All | +163.6% | +468.6% | -305.0% | -25.5% |
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