+4,120.4%
ACGL vs DVA
+5,194.7%
-1,074.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -0.7% | +1.8% | -2.6% | -0.9% |
| 30D | -1.0% | -2.5% | +1.5% | -0.8% |
| 3M | +11.0% | -4.3% | +15.3% | +11.3% |
| 6M | -0.3% | +18.9% | -19.2% | -2.5% |
| YTD | +2.3% | +61.9% | -59.7% | -3.1% |
| 1Y | +6.4% | +35.7% | -29.3% | +2.5% |
| 3Y | +34.0% | +78.6% | -44.7% | +24.8% |
| 5Y | +161.6% | +39.2% | +122.4% | +146.3% |
| 10Y | +278.6% | +184.0% | +94.6% | +233.4% |
| All | +4,120.4% | +5,194.7% | -1,074.3% | +3,145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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