+185.0%
APD vs ACGL
+332.0%
-147.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.7% |
| 30D | +11.0% | +14.2% | -3.2% | +5.2% |
| 3M | +2.0% | +11.1% | -9.1% | -2.4% |
| 6M | +7.1% | +16.4% | -9.3% | +0.1% |
| YTD | +29.8% | +13.8% | +16.0% | +21.9% |
| 1Y | +24.0% | +21.6% | +2.5% | +13.3% |
| 3Y | +27.2% | +33.5% | -6.4% | +8.3% |
| 5Y | +12.8% | +174.8% | -162.1% | -33.4% |
| 10Y | +185.0% | +330.4% | -145.3% | +37.4% |
| All | +185.0% | +332.0% | -147.0% | +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 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