+4,269.4%
ACGL vs DAR
+577.3%
+3,692.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -1.0% | +12.8% | -13.8% | -1.6% |
| 3M | +11.0% | +7.4% | +3.7% | +10.5% |
| 6M | -0.3% | +22.3% | -22.6% | -1.5% |
| YTD | +2.3% | +81.1% | -78.8% | -0.9% |
| 1Y | +6.4% | +106.5% | -100.1% | +2.2% |
| 3Y | +34.0% | +5.3% | +28.7% | +32.0% |
| 5Y | +161.6% | -11.5% | +173.2% | +159.0% |
| 10Y | +278.6% | +353.3% | -74.7% | +249.9% |
| All | +4,269.4% | +577.3% | +3,692.1% | +4,163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling