+10,399.1%
DGX vs ACGL
+6,160.5%
+4,238.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.6% | +1.3% | +3.4% | +4.3% |
| 30D | +11.9% | +14.2% | -2.3% | +8.8% |
| 3M | +9.2% | +11.1% | -1.9% | +6.7% |
| 6M | +39.0% | +16.4% | +22.6% | +34.4% |
| YTD | +51.4% | +13.8% | +37.7% | +47.0% |
| 1Y | +42.6% | +21.6% | +21.0% | +36.5% |
| 3Y | +105.9% | +33.5% | +72.4% | +91.7% |
| 5Y | +96.6% | +174.8% | -78.2% | +55.9% |
| 10Y | +286.0% | +330.4% | -44.4% | +173.9% |
| All | +10,399.1% | +6,160.5% | +4,238.6% | +5,045.2% |
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