+2,483.3%
DOV vs ACGL
+4,853.1%
-2,369.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | -1.9% | +0.9% | -2.7% | -2.2% |
| 30D | +8.3% | +13.7% | -5.5% | +4.0% |
| 3M | -3.1% | +8.0% | -11.1% | -5.5% |
| 6M | -9.8% | +13.3% | -23.1% | -13.7% |
| YTD | +5.2% | +11.8% | -6.7% | +0.8% |
| 1Y | +15.3% | +22.2% | -6.9% | +7.5% |
| 3Y | +58.8% | +32.5% | +26.3% | +42.2% |
| 5Y | +26.6% | +160.2% | -133.6% | -9.3% |
| 10Y | +351.6% | +338.5% | +13.1% | +176.7% |
| All | +2,483.3% | +4,853.1% | -2,369.8% | +989.0% |
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