+17.5%
ACGL vs DAR
-22.0%
+39.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.4% |
| 7D | +6.4% | -8.1% | +14.4% | +5.6% |
| 30D | +16.6% | -17.1% | +33.7% | +14.8% |
| 3M | +11.6% | -12.3% | +23.9% | +10.8% |
| 6M | +17.5% | -21.8% | +39.3% | +15.4% |
| All | +17.5% | -22.0% | +39.5% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling