+271.4%
DGX vs ACGL
+322.9%
-51.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.9% | -1.2% | +3.1% | +2.3% |
| 30D | +12.7% | +12.8% | -0.1% | +8.4% |
| 3M | +9.6% | +12.3% | -2.7% | +5.5% |
| 6M | +37.6% | +15.8% | +21.8% | +31.0% |
| YTD | +52.1% | +13.9% | +38.3% | +45.4% |
| 1Y | +41.3% | +19.0% | +22.3% | +33.2% |
| 3Y | +106.9% | +33.7% | +73.2% | +85.1% |
| 5Y | +90.7% | +173.4% | -82.7% | +30.9% |
| All | +271.4% | +322.9% | -51.5% | +101.2% |
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 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