+42.1%
DG vs ACGL
+22.6%
+19.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.7% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +9.5% | +13.7% | -4.2% | +5.0% |
| 3M | +5.5% | +8.0% | -2.6% | +2.7% |
| 6M | +16.1% | +13.3% | +2.8% | +12.0% |
| YTD | +2.7% | +11.8% | -9.2% | +0.1% |
| 1Y | +42.1% | +22.2% | +19.8% | +30.4% |
| All | +42.1% | +22.6% | +19.5% | +30.4% |
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