+4,006.3%
WMT vs ACGL
+4,429.2%
-422.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.9% |
| 7D | +3.9% | -0.7% | +4.7% | +4.1% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | -8.8% | +11.0% | -19.8% | -10.4% |
| 6M | -15.6% | -0.3% | -15.3% | -15.7% |
| YTD | -3.2% | +2.3% | -5.5% | -3.7% |
| 1Y | +7.0% | +6.4% | +0.7% | +5.7% |
| 3Y | +105.3% | +34.0% | +71.3% | +94.3% |
| 5Y | +129.3% | +161.6% | -32.4% | +93.6% |
| 10Y | +423.9% | +278.6% | +145.3% | +308.0% |
| All | +4,006.3% | +4,429.2% | -422.9% | +2,319.2% |
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