+579.4%
ADI vs ACGL
+337.7%
+241.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.8% |
| 7D | -12.8% | +0.9% | -13.7% | -13.2% |
| 30D | -11.3% | +13.7% | -25.1% | -15.9% |
| 3M | -3.4% | +8.0% | -11.4% | -6.7% |
| 6M | -12.0% | +13.3% | -25.3% | -17.5% |
| YTD | +35.3% | +11.8% | +23.4% | +27.0% |
| 1Y | +58.1% | +22.2% | +35.8% | +42.9% |
| 3Y | +127.4% | +32.5% | +94.9% | +92.6% |
| 5Y | +114.6% | +160.2% | -45.6% | +26.5% |
| All | +579.4% | +337.7% | +241.7% | +235.9% |
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