+61.7%
DD vs ACGL
+161.8%
-100.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -10.3% | -1.0% | -9.3% | -10.1% |
| 3M | -7.5% | +11.0% | -18.6% | -11.3% |
| 6M | -8.0% | -0.3% | -7.7% | -8.3% |
| YTD | +10.5% | +2.3% | +8.2% | +8.8% |
| 1Y | +38.3% | +6.4% | +31.9% | +33.8% |
| 3Y | +42.5% | +34.0% | +8.5% | +21.8% |
| All | +61.7% | +161.8% | -100.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling