+1,081.8%
DIA vs ACGL
+4,338.8%
-3,257.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +0.3% | +13.7% | -13.5% | -3.2% |
| 3M | -4.5% | +8.0% | -12.6% | -6.6% |
| 6M | +3.4% | +13.3% | -9.9% | -0.5% |
| YTD | +7.8% | +11.8% | -4.1% | +3.9% |
| 1Y | +10.7% | +22.2% | -11.5% | +4.2% |
| 3Y | +57.5% | +32.5% | +25.1% | +43.2% |
| 5Y | +53.7% | +160.2% | -106.5% | +14.7% |
| 10Y | +247.2% | +338.5% | -91.4% | +123.8% |
| All | +1,081.8% | +4,338.8% | -3,257.0% | +463.0% |
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