+176.8%
ACGL vs BTG
+33.0%
+143.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -1.4% | +1.4% | -2.7% | -1.4% |
| 30D | +12.4% | -1.1% | +13.5% | +12.3% |
| 3M | +11.1% | +2.5% | +8.6% | +10.8% |
| 6M | +16.3% | -3.1% | +19.4% | +16.3% |
| YTD | +13.8% | +16.3% | -2.5% | +12.0% |
| 1Y | +20.4% | +27.6% | -7.2% | +17.7% |
| 3Y | +33.6% | +89.5% | -56.0% | +24.4% |
| 5Y | +176.8% | +33.6% | +143.3% | +164.8% |
| All | +176.8% | +33.0% | +143.8% | +164.8% |
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