+33.5%
ACGL vs BB
+152.5%
-118.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +1.3% | +11.6% | -10.3% | +1.5% |
| 30D | +14.2% | +2.6% | +11.6% | +14.3% |
| 3M | +11.1% | +3.5% | +7.6% | +11.3% |
| 6M | +16.4% | +43.5% | -27.1% | +16.5% |
| YTD | +13.8% | +141.2% | -127.4% | +13.8% |
| 1Y | +21.6% | +97.4% | -75.9% | +21.7% |
| 3Y | +33.5% | +151.1% | -117.6% | +29.7% |
| All | +33.5% | +152.5% | -118.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling