+190.7%
APD vs ACGL
+329.5%
-138.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.2% | -1.4% | +0.2% | -0.6% |
| 30D | +11.0% | +12.4% | -1.3% | +5.9% |
| 3M | +2.6% | +11.1% | -8.5% | -1.9% |
| 6M | +4.8% | +16.3% | -11.5% | -2.0% |
| YTD | +31.0% | +13.8% | +17.2% | +23.0% |
| 1Y | +23.4% | +20.4% | +3.0% | +13.2% |
| 3Y | +28.4% | +33.6% | -5.2% | +9.3% |
| 5Y | +15.2% | +176.8% | -161.6% | -32.2% |
| 10Y | +190.7% | +324.6% | -133.9% | +38.5% |
| All | +190.7% | +329.5% | -138.8% | +38.5% |
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