+164.3%
APD vs ACGL
+276.1%
-111.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.3% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | +2.1% | -1.0% | +3.1% | +2.5% |
| 3M | +7.2% | +11.0% | -3.9% | +2.3% |
| 6M | +11.2% | -0.3% | +11.6% | +10.7% |
| YTD | +24.4% | +2.3% | +22.1% | +22.2% |
| 1Y | +6.7% | +6.4% | +0.3% | +2.9% |
| 3Y | +9.2% | +34.0% | -24.7% | -7.8% |
| 5Y | +27.4% | +161.6% | -134.3% | -23.5% |
| All | +164.3% | +276.1% | -111.8% | +34.6% |
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