+630.6%
ADI vs ACGL
+332.3%
+298.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.3% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | -2.8% | +13.1% | -16.0% | -7.6% |
| 3M | +1.5% | +9.8% | -8.3% | -2.6% |
| 6M | -4.7% | +15.3% | -20.0% | -11.2% |
| YTD | +46.8% | +12.7% | +34.1% | +37.5% |
| 1Y | +74.9% | +20.7% | +54.2% | +59.1% |
| 3Y | +147.4% | +34.3% | +113.2% | +108.5% |
| 5Y | +131.9% | +170.6% | -38.7% | +34.2% |
| 10Y | +630.6% | +330.6% | +300.0% | +251.7% |
| All | +630.6% | +332.3% | +298.2% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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