+4,710.7%
WMT vs ACGL
+4,853.1%
-142.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.2% |
| 7D | +1.6% | +0.9% | +0.8% | +1.5% |
| 30D | +16.1% | +13.7% | +2.3% | +13.7% |
| 3M | +12.3% | +8.0% | +4.2% | +10.9% |
| 6M | -3.1% | +13.3% | -16.4% | -5.1% |
| YTD | +13.4% | +11.8% | +1.5% | +11.2% |
| 1Y | +24.5% | +22.2% | +2.2% | +20.4% |
| 3Y | +135.7% | +32.5% | +103.2% | +123.6% |
| 5Y | +166.8% | +160.2% | +6.6% | +125.6% |
| 10Y | +543.4% | +338.5% | +204.9% | +390.0% |
| All | +4,710.7% | +4,853.1% | -142.3% | +2,694.1% |
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