-5.5%
DT vs ACGL
+21.3%
-26.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.4% | -1.4% | -4.1% | -5.4% |
| 30D | -32.2% | +12.4% | -44.6% | -32.6% |
| 3M | -10.9% | +11.1% | -22.0% | -11.5% |
| 6M | +10.0% | +16.3% | -6.4% | +10.1% |
| YTD | +2.1% | +13.8% | -11.7% | -0.4% |
| 1Y | -5.5% | +20.4% | -25.9% | -7.7% |
| All | -5.5% | +21.3% | -26.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling