+35.1%
APD vs ACGL
+28.7%
+6.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | +3.8% | +8.0% | -4.2% | +2.8% |
| 30D | +14.1% | +17.3% | -3.2% | +12.0% |
| 3M | +8.2% | +11.2% | -3.0% | +6.9% |
| 6M | +7.5% | +18.2% | -10.6% | +5.3% |
| YTD | +31.7% | +15.4% | +16.3% | +29.2% |
| 1Y | +35.1% | +26.5% | +8.5% | +24.0% |
| All | +35.1% | +28.7% | +6.4% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling