+276.3%
ACGL vs BTG
+147.2%
+129.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | -2.1% | +2.4% | -4.5% | -2.2% |
| 30D | -2.2% | +9.5% | -11.7% | -2.5% |
| 3M | +6.3% | +38.5% | -32.2% | +5.0% |
| 6M | +0.5% | +5.6% | -5.1% | +0.1% |
| YTD | +0.2% | +23.9% | -23.7% | -1.1% |
| 1Y | +7.3% | +32.1% | -24.9% | +5.3% |
| 3Y | +30.8% | +103.2% | -72.4% | +25.1% |
| 5Y | +155.8% | +79.7% | +76.1% | +144.7% |
| 10Y | +276.3% | +159.1% | +117.2% | +260.4% |
| All | +276.3% | +147.2% | +129.1% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling