+192.8%
APD vs ACGL
+322.9%
-130.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | +9.4% | +12.8% | -3.4% | +4.2% |
| 3M | +4.7% | +12.3% | -7.6% | -0.3% |
| 6M | +5.5% | +15.8% | -10.3% | -1.2% |
| YTD | +31.4% | +13.9% | +17.5% | +23.4% |
| 1Y | +24.1% | +19.0% | +5.1% | +14.4% |
| 3Y | +28.8% | +33.7% | -4.9% | +9.6% |
| 5Y | +15.8% | +173.4% | -157.6% | -31.5% |
| All | +192.8% | +322.9% | -130.1% | +38.9% |
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