-43.0%
DT vs ACGL
+159.2%
-202.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -24.7% | +0.9% | -25.6% | -24.9% |
| 30D | -27.4% | +13.7% | -41.1% | -29.9% |
| 3M | -11.1% | +8.0% | -19.2% | -13.0% |
| 6M | +13.7% | +13.3% | +0.4% | +9.8% |
| YTD | +0.2% | +11.8% | -11.6% | -3.4% |
| 1Y | -5.7% | +22.2% | -27.9% | -11.5% |
| 3Y | -8.1% | +32.5% | -40.6% | -17.6% |
| All | -43.0% | +159.2% | -202.2% | -64.5% |
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 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