+534.7%
WMT vs ACGL
+322.9%
+211.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | +12.4% | +12.8% | -0.4% | +9.7% |
| 3M | +9.0% | +12.3% | -3.2% | +6.5% |
| 6M | -3.0% | +15.8% | -18.8% | -5.9% |
| YTD | +14.0% | +13.9% | +0.1% | +10.7% |
| 1Y | +23.0% | +19.0% | +4.0% | +18.5% |
| 3Y | +135.1% | +33.7% | +101.4% | +119.5% |
| 5Y | +172.7% | +173.4% | -0.7% | +117.7% |
| All | +534.7% | +322.9% | +211.8% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling