-36.6%
DT vs ACGL
+173.3%
-209.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +3.1% | +2.2% | +1.0% | +2.6% |
| 30D | -29.5% | +12.3% | -41.8% | -31.7% |
| 3M | -11.7% | +11.8% | -23.5% | -14.4% |
| 6M | +29.0% | +17.5% | +11.5% | +23.3% |
| YTD | +3.4% | +14.3% | -10.9% | -0.9% |
| 1Y | -4.2% | +18.2% | -22.4% | -9.1% |
| 3Y | -12.8% | +33.2% | -46.0% | -21.8% |
| All | -36.6% | +173.3% | -209.9% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling