+1,648.3%
ACGL vs BUD
+219.3%
+1,429.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | +6.4% | +7.1% | -0.8% | +3.9% |
| 30D | +16.6% | +12.7% | +3.9% | +11.9% |
| 3M | +11.6% | 0.0% | +11.6% | +11.4% |
| 6M | +17.5% | +7.6% | +9.9% | +14.0% |
| YTD | +15.3% | +35.0% | -19.7% | +2.8% |
| 1Y | +26.3% | +37.6% | -11.3% | +11.8% |
| 3Y | +35.9% | +51.5% | -15.6% | +14.3% |
| 5Y | +168.2% | +50.2% | +117.9% | +122.3% |
| 10Y | +352.0% | -7.2% | +359.2% | +296.7% |
| All | +1,648.3% | +219.3% | +1,429.0% | +981.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling