+4,515.3%
ACGL vs DVA
+5,406.5%
-891.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | +0.9% | +2.1% | -1.2% | +0.7% |
| 30D | +13.7% | +8.2% | +5.5% | +12.8% |
| 3M | +8.0% | +5.9% | +2.1% | +7.3% |
| 6M | +13.3% | -1.3% | +14.6% | +13.1% |
| YTD | +11.8% | +68.4% | -56.6% | +5.5% |
| 1Y | +22.2% | +57.5% | -35.2% | +16.0% |
| 3Y | +32.5% | +142.3% | -109.8% | +20.2% |
| 5Y | +160.2% | +75.0% | +85.2% | +139.7% |
| 10Y | +338.5% | +226.4% | +112.2% | +282.2% |
| All | +4,515.3% | +5,406.5% | -891.1% | +3,432.2% |
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