+114.3%
ADI vs ACGL
+159.2%
-45.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.2% |
| 7D | -12.8% | +0.9% | -13.7% | -13.0% |
| 30D | -11.3% | +13.7% | -25.1% | -13.7% |
| 3M | -3.4% | +8.0% | -11.4% | -5.0% |
| 6M | -12.0% | +13.3% | -25.3% | -15.0% |
| YTD | +35.3% | +11.8% | +23.4% | +30.9% |
| 1Y | +58.1% | +22.2% | +35.8% | +49.0% |
| 3Y | +127.4% | +32.5% | +94.9% | +106.4% |
| All | +114.3% | +159.2% | -45.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling