-100.0%
DFNS vs ACGL
+159.2%
-259.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.0% | -9.3% | -14.0% |
| 7D | -44.0% | +0.9% | -44.9% | -43.6% |
| 30D | -69.1% | +13.7% | -82.9% | -66.5% |
| 3M | -95.6% | +8.0% | -103.7% | -95.4% |
| 6M | -96.2% | +13.3% | -109.5% | -95.8% |
| YTD | -99.6% | +11.8% | -111.4% | -99.6% |
| 1Y | -99.7% | +22.2% | -122.0% | -99.7% |
| 3Y | -100.0% | +32.5% | -132.5% | -100.0% |
| All | -100.0% | +159.2% | -259.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling