+655.4%
DD vs ACGL
+4,429.2%
-3,773.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 6M | -8.0% | -0.3% | -7.7% | -8.4% |
| YTD | +10.5% | +2.3% | +8.2% | +8.9% |
| 1Y | +38.3% | +6.4% | +31.9% | +34.2% |
| 3Y | +42.5% | +34.0% | +8.5% | +25.8% |
| 5Y | +60.2% | +161.6% | -101.5% | +11.7% |
| 10Y | +68.9% | +278.6% | -209.7% | +4.4% |
| All | +655.4% | +4,429.2% | -3,773.9% | +215.4% |
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 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