-99.6%
DFNS vs ACGL
+28.7%
-128.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.7% | -21.0% | -15.7% |
| 7D | -27.7% | +8.0% | -35.6% | -21.8% |
| 30D | -58.0% | +17.3% | -75.3% | -50.9% |
| 3M | -94.0% | +11.2% | -105.2% | -93.2% |
| 6M | -94.6% | +18.2% | -112.8% | -93.7% |
| YTD | -99.4% | +15.4% | -114.8% | -99.4% |
| 1Y | -99.6% | +26.5% | -126.2% | -99.6% |
| All | -99.6% | +28.7% | -128.4% | -99.6% |
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