+26.5%
ACGL vs BAM
+4.2%
+22.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +2.3% |
| 7D | +8.0% | +14.2% | -6.2% | +7.2% |
| 30D | +17.3% | +21.0% | -3.7% | +16.4% |
| 3M | +11.2% | +5.2% | +6.0% | +10.4% |
| 6M | +18.2% | +16.0% | +2.2% | +17.2% |
| YTD | +15.4% | +6.5% | +8.9% | +13.2% |
| 1Y | +26.5% | +4.4% | +22.2% | +23.8% |
| All | +26.5% | +4.2% | +22.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling