+4,976.9%
ACGL vs BB
+307.3%
+4,669.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.2% |
| 7D | +0.9% | +3.8% | -2.9% | +0.7% |
| 30D | +13.7% | -0.3% | +14.1% | +13.5% |
| 3M | +8.0% | -0.5% | +8.5% | +7.7% |
| 6M | +13.3% | +45.9% | -32.6% | +10.1% |
| YTD | +11.8% | +130.6% | -118.8% | +6.0% |
| 1Y | +22.2% | +89.2% | -66.9% | +16.9% |
| 3Y | +32.5% | +137.5% | -105.0% | +23.0% |
| 5Y | +160.2% | -20.9% | +181.1% | +152.3% |
| 10Y | +338.5% | +25.4% | +313.1% | +291.8% |
| All | +4,976.9% | +307.3% | +4,669.6% | +4,433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling