+741.1%
DD vs ACGL
+4,853.1%
-4,112.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.1% |
| 7D | +4.6% | +0.9% | +3.8% | +4.2% |
| 30D | +11.8% | +13.7% | -1.9% | +6.9% |
| 3M | +2.2% | +8.0% | -5.9% | -0.8% |
| 6M | -1.6% | +13.3% | -14.9% | -6.3% |
| YTD | +23.0% | +11.8% | +11.2% | +17.4% |
| 1Y | +26.9% | +22.2% | +4.7% | +17.6% |
| 3Y | +77.9% | +32.5% | +45.4% | +57.9% |
| 5Y | +59.9% | +160.2% | -100.3% | +11.5% |
| 10Y | +90.1% | +338.5% | -248.5% | +12.3% |
| All | +741.1% | +4,853.1% | -4,112.0% | +240.0% |
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