+119.9%
DG vs ACGL
+337.7%
-217.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.5% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +9.5% | +13.7% | -4.2% | +7.0% |
| 3M | +5.5% | +8.0% | -2.6% | +4.0% |
| 6M | +16.1% | +13.3% | +2.8% | +13.5% |
| YTD | +2.7% | +11.8% | -9.2% | +0.5% |
| 1Y | +42.1% | +22.2% | +19.8% | +36.9% |
| 3Y | +19.3% | +32.5% | -13.2% | +11.5% |
| 5Y | -35.3% | +160.2% | -195.5% | -48.4% |
| All | +119.9% | +337.7% | -217.7% | +49.9% |
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