+84.4%
DT vs ACGL
+192.1%
-107.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -20.2% | -1.1% | -19.2% | -19.9% |
| 30D | -30.8% | +13.1% | -43.9% | -33.4% |
| 3M | -10.2% | +9.8% | -20.0% | -12.9% |
| 6M | +8.0% | +15.3% | -7.2% | +3.1% |
| YTD | +1.5% | +12.7% | -11.3% | -3.0% |
| 1Y | -6.9% | +20.7% | -27.6% | -13.0% |
| 3Y | -10.9% | +34.3% | -45.2% | -21.1% |
| 5Y | -42.2% | +170.6% | -212.8% | -61.0% |
| All | +84.4% | +192.1% | -107.7% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling