+1,218.6%
DUK vs ACGL
+4,429.2%
-3,210.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | -0.4% | +11.0% | -11.5% | -2.4% |
| 6M | -7.2% | -0.3% | -6.9% | -7.3% |
| YTD | +5.3% | +2.3% | +3.0% | +4.6% |
| 1Y | +3.0% | +6.4% | -3.4% | +1.5% |
| 3Y | +53.1% | +34.0% | +19.1% | +43.8% |
| 5Y | +37.9% | +161.6% | -123.7% | +13.8% |
| 10Y | +124.8% | +278.6% | -153.8% | +72.8% |
| All | +1,218.6% | +4,429.2% | -3,210.6% | +743.5% |
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 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