-99.9%
DFNS vs ACGL
+242.6%
-342.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | -0.2% |
| 7D | -16.0% | -0.7% | -15.2% | -16.3% |
| 30D | -77.7% | -1.0% | -76.7% | -77.6% |
| 3M | -77.2% | +11.0% | -88.2% | -76.0% |
| 6M | -95.2% | -0.3% | -94.9% | -95.1% |
| YTD | -98.0% | +2.3% | -100.2% | -97.9% |
| 1Y | -98.3% | +6.4% | -104.6% | -98.2% |
| 3Y | -99.9% | +34.0% | -133.8% | -99.9% |
| 5Y | -99.9% | +161.6% | -261.5% | -99.8% |
| All | -99.9% | +242.6% | -342.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling