-100.0%
DFNS vs ACGL
+281.2%
-381.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.9% | +11.9% | +13.2% |
| 7D | -37.0% | +1.3% | -38.2% | -36.6% |
| 30D | -63.4% | +14.2% | -77.6% | -61.0% |
| 3M | -94.1% | +11.1% | -105.2% | -93.7% |
| 6M | -96.3% | +16.4% | -112.7% | -96.0% |
| YTD | -99.6% | +13.8% | -113.3% | -99.5% |
| 1Y | -99.7% | +21.6% | -121.3% | -99.7% |
| 3Y | -100.0% | +33.5% | -133.5% | -100.0% |
| 5Y | -100.0% | +174.8% | -274.8% | -100.0% |
| All | -100.0% | +281.2% | -381.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling