+324.6%
ACGL vs DAR
+290.1%
+34.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -1.2% |
| 7D | -1.4% | +3.6% | -5.0% | -2.3% |
| 30D | +12.4% | -11.3% | +23.6% | +15.5% |
| 3M | +11.1% | -13.1% | +24.2% | +14.4% |
| 6M | +16.3% | -15.1% | +31.5% | +19.9% |
| YTD | +13.8% | +50.5% | -36.7% | +0.2% |
| 1Y | +20.4% | +57.9% | -37.5% | +4.4% |
| 3Y | +33.6% | +28.9% | +4.6% | +15.0% |
| 5Y | +176.8% | -31.4% | +208.3% | +184.5% |
| 10Y | +324.6% | +301.0% | +23.5% | +111.8% |
| All | +324.6% | +290.1% | +34.5% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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