+607.9%
DG vs ACGL
+1,370.4%
-762.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +5.0% |
| 30D | +7.9% | +14.2% | -6.3% | +5.1% |
| 3M | +12.7% | +11.1% | +1.6% | +10.4% |
| 6M | +22.4% | +16.4% | +6.1% | +18.7% |
| YTD | +5.4% | +13.8% | -8.4% | +2.5% |
| 1Y | +39.4% | +21.6% | +17.8% | +33.7% |
| 3Y | +24.1% | +33.5% | -9.4% | +14.7% |
| 5Y | -32.2% | +174.8% | -207.0% | -47.9% |
| 10Y | +111.8% | +330.4% | -218.6% | +38.1% |
| All | +607.9% | +1,370.4% | -762.5% | +199.6% |
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