+611.5%
DG vs ACGL
+1,389.7%
-778.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +6.1% | +6.4% | -0.3% | +4.8% |
| 30D | +11.9% | +16.6% | -4.7% | +8.5% |
| 3M | +9.3% | +11.6% | -2.3% | +6.8% |
| 6M | +19.1% | +17.5% | +1.7% | +15.2% |
| YTD | +5.9% | +15.3% | -9.3% | +2.7% |
| 1Y | +39.8% | +26.3% | +13.5% | +33.0% |
| 3Y | +23.4% | +35.9% | -12.5% | +13.6% |
| 5Y | -33.3% | +168.2% | -201.5% | -48.5% |
| 10Y | +131.0% | +352.0% | -220.9% | +48.6% |
| All | +611.5% | +1,389.7% | -778.2% | +200.2% |
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