-99.6%
DFNS vs ACGL
+21.3%
-120.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -13.0% | -1.4% | -11.6% | -14.4% |
| 30D | -56.9% | +12.4% | -69.2% | -51.9% |
| 3M | -93.2% | +11.1% | -104.3% | -92.4% |
| 6M | -95.4% | +16.3% | -111.8% | -94.8% |
| YTD | -99.5% | +13.8% | -113.3% | -99.5% |
| 1Y | -99.6% | +20.4% | -120.1% | -99.6% |
| All | -99.6% | +21.3% | -120.9% | -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