+4,716.1%
WMT vs ACGL
+4,891.8%
-175.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +12.9% | +13.1% | -0.3% | +10.6% |
| 3M | +12.6% | +9.8% | +2.8% | +10.9% |
| 6M | -3.4% | +15.3% | -18.7% | -5.7% |
| YTD | +13.5% | +12.7% | +0.8% | +11.2% |
| 1Y | +23.5% | +20.7% | +2.8% | +19.7% |
| 3Y | +137.3% | +34.3% | +103.0% | +124.6% |
| 5Y | +167.9% | +170.6% | -2.7% | +125.1% |
| 10Y | +526.6% | +330.6% | +196.0% | +378.4% |
| All | +4,716.1% | +4,891.8% | -175.7% | +2,693.6% |
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