+83.2%
DT vs ACGL
+198.7%
-115.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -28.3% | +6.4% | -34.7% | -29.7% |
| 30D | -28.4% | +16.6% | -45.0% | -31.8% |
| 3M | -14.1% | +11.6% | -25.7% | -17.1% |
| 6M | +13.2% | +17.5% | -4.3% | +7.4% |
| YTD | +0.8% | +15.3% | -14.4% | -4.2% |
| 1Y | -7.8% | +26.3% | -34.1% | -15.0% |
| 3Y | -8.3% | +35.9% | -44.2% | -19.1% |
| 5Y | -42.7% | +168.2% | -210.9% | -61.2% |
| All | +83.2% | +198.7% | -115.5% | +11.0% |
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