+135.7%
WMT vs ACGL
+31.5%
+104.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.0% |
| 7D | +1.6% | +0.9% | +0.8% | +1.4% |
| 30D | +16.1% | +13.7% | +2.3% | +12.6% |
| 3M | +12.3% | +8.0% | +4.2% | +10.2% |
| 6M | -3.1% | +13.3% | -16.4% | -6.0% |
| YTD | +13.4% | +11.8% | +1.5% | +10.2% |
| 1Y | +24.5% | +22.2% | +2.2% | +18.6% |
| 3Y | +135.7% | +32.5% | +103.2% | +121.5% |
| All | +135.7% | +31.5% | +104.2% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling