+97.9%
DGX vs ACGL
+35.2%
+62.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | +21.4% | +11.0% | +10.4% | +18.1% |
| 6M | +14.7% | -0.3% | +15.0% | +14.6% |
| YTD | +38.4% | +2.3% | +36.2% | +37.3% |
| 1Y | +34.0% | +6.4% | +27.6% | +31.5% |
| All | +97.9% | +35.2% | +62.7% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling