+2,291.1%
APD vs ACGL
+5,005.0%
-2,713.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -0.7% | +6.4% | -7.1% | -2.4% |
| 30D | +10.1% | +16.6% | -6.5% | +5.6% |
| 3M | +4.9% | +11.6% | -6.7% | +1.7% |
| 6M | +2.5% | +17.5% | -15.0% | -2.2% |
| YTD | +27.8% | +15.3% | +12.5% | +22.2% |
| 1Y | +32.9% | +26.3% | +6.6% | +23.9% |
| 3Y | +13.4% | +35.9% | -22.5% | +2.2% |
| 5Y | +12.8% | +168.2% | -155.3% | -16.5% |
| 10Y | +194.6% | +352.0% | -157.4% | +88.0% |
| All | +2,291.1% | +5,005.0% | -2,713.9% | +982.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling