+339.6%
DELL vs ACGL
+2.4%
+337.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.3% |
| 7D | +25.6% | -2.9% | +28.6% | +23.3% |
| 30D | +17.7% | -2.8% | +20.5% | +15.8% |
| 3M | +33.4% | +6.8% | +26.6% | +37.2% |
| 6M | +266.2% | -1.5% | +267.7% | +272.2% |
| YTD | +328.0% | -0.2% | +328.2% | +338.1% |
| 1Y | +339.6% | +5.3% | +334.3% | +361.7% |
| All | +339.6% | +2.4% | +337.2% | +361.7% |
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