+151.8%
ACGL vs BTG
+72.2%
+79.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -2.3% |
| 7D | -2.9% | +4.8% | -7.7% | -3.1% |
| 30D | -2.8% | +8.3% | -11.2% | -3.2% |
| 3M | +6.8% | +32.3% | -25.5% | +5.4% |
| 6M | -1.5% | +3.0% | -4.5% | -1.9% |
| YTD | -0.2% | +21.9% | -22.1% | -2.0% |
| 1Y | +5.3% | +28.2% | -22.9% | +2.5% |
| 3Y | +30.3% | +99.9% | -69.6% | +20.5% |
| 5Y | +151.8% | +73.6% | +78.3% | +131.3% |
| All | +151.8% | +72.2% | +79.6% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling