+170.6%
ACGL vs BUD
+51.0%
+119.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | +13.1% | +10.0% | +3.1% | +10.0% |
| 3M | +9.8% | +1.6% | +8.2% | +9.1% |
| 6M | +15.3% | +6.5% | +8.8% | +12.7% |
| YTD | +12.7% | +34.8% | -22.1% | +2.1% |
| 1Y | +20.7% | +36.5% | -15.8% | +8.9% |
| 3Y | +34.3% | +49.0% | -14.7% | +15.8% |
| 5Y | +170.6% | +51.7% | +118.9% | +123.8% |
| All | +170.6% | +51.0% | +119.6% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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