+2,344.2%
DOV vs ACGL
+4,429.2%
-2,085.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.5% |
| 7D | -2.7% | -0.7% | -1.9% | -2.4% |
| 30D | -8.1% | -1.0% | -7.1% | -7.8% |
| 3M | -9.4% | +11.0% | -20.5% | -12.6% |
| 6M | -12.6% | -0.3% | -12.3% | -13.0% |
| YTD | -0.5% | +2.3% | -2.7% | -1.8% |
| 1Y | +9.2% | +6.4% | +2.9% | +6.3% |
| 3Y | +34.1% | +34.0% | +0.2% | +19.5% |
| 5Y | +17.3% | +161.6% | -144.4% | -16.1% |
| 10Y | +284.9% | +278.6% | +6.3% | +146.1% |
| All | +2,344.2% | +4,429.2% | -2,085.0% | +960.5% |
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 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