+32.3%
DLR vs ACGL
+173.3%
-140.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +3.3% | +2.2% | +1.2% | +3.1% |
| 30D | +4.6% | +12.3% | -7.7% | +3.0% |
| 3M | -8.3% | +11.8% | -20.1% | -9.6% |
| 6M | -5.6% | +17.5% | -23.1% | -7.7% |
| YTD | +18.7% | +14.3% | +4.4% | +16.3% |
| 1Y | +17.1% | +18.2% | -1.1% | +14.2% |
| 3Y | +54.4% | +33.2% | +21.2% | +45.9% |
| All | +32.3% | +173.3% | -140.9% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling