+143.3%
DELL vs ACGL
+28.7%
+114.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.5% | -6.2% |
| 7D | -24.6% | +8.0% | -32.6% | -18.3% |
| 30D | -32.5% | +17.3% | -49.8% | -21.6% |
| 3M | -20.2% | +11.2% | -31.4% | -10.5% |
| 6M | +76.5% | +18.2% | +58.3% | +108.5% |
| YTD | +198.9% | +15.4% | +183.5% | +254.4% |
| 1Y | +143.3% | +26.5% | +116.8% | +187.7% |
| All | +143.3% | +28.7% | +114.6% | +187.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling