+3,523.8%
DLR vs ACGL
+2,644.7%
+879.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | -1.2% | +6.2% | +5.6% |
| 30D | +3.0% | +12.8% | -9.8% | -2.7% |
| 3M | -6.3% | +12.3% | -18.5% | -11.4% |
| 6M | -4.8% | +15.8% | -20.6% | -11.7% |
| YTD | +21.0% | +13.9% | +7.1% | +12.5% |
| 1Y | +15.1% | +19.0% | -3.9% | +4.8% |
| 3Y | +56.0% | +33.7% | +22.3% | +29.1% |
| 5Y | +39.1% | +173.4% | -134.3% | -24.2% |
| 10Y | +193.3% | +324.9% | -131.6% | +6.9% |
| All | +3,523.8% | +2,644.7% | +879.1% | +332.3% |
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