+4,542.5%
ACGL vs BB
+258.8%
+4,283.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.7% | -5.6% | +4.9% | -0.5% |
| 30D | -1.0% | -11.8% | +10.8% | -0.5% |
| 3M | +11.0% | -25.5% | +36.6% | +12.1% |
| 6M | -0.3% | +121.3% | -121.6% | -5.1% |
| YTD | +2.3% | +103.2% | -100.9% | -2.2% |
| 1Y | +6.4% | +102.6% | -96.3% | +1.5% |
| 3Y | +34.0% | +37.5% | -3.5% | +28.0% |
| 5Y | +161.6% | -30.4% | +192.1% | +155.6% |
| 10Y | +278.6% | 0.0% | +278.6% | +242.6% |
| All | +4,542.5% | +258.8% | +4,283.6% | +4,082.3% |
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