+1,312.4%
DUK vs ACGL
+4,940.3%
-3,627.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | +9.4% | +12.4% | -2.9% | +7.1% |
| 3M | +5.4% | +11.1% | -5.7% | +3.4% |
| 6M | +4.9% | +16.3% | -11.4% | +1.9% |
| YTD | +12.7% | +13.8% | -1.1% | +9.9% |
| 1Y | +7.8% | +20.4% | -12.6% | +3.9% |
| 3Y | +63.3% | +33.6% | +29.7% | +53.5% |
| 5Y | +54.2% | +176.8% | -122.6% | +25.9% |
| 10Y | +156.8% | +324.6% | -167.8% | +93.3% |
| All | +1,312.4% | +4,940.3% | -3,627.9% | +785.7% |
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 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