+1,451.1%
ACGL vs BUD
+201.1%
+1,250.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.0% | -5.7% | +4.7% | +1.0% |
| 3M | +11.0% | +3.1% | +7.9% | +9.6% |
| 6M | -0.3% | +7.9% | -8.2% | -3.5% |
| YTD | +2.3% | +27.3% | -25.1% | -6.8% |
| 1Y | +6.4% | +37.8% | -31.4% | -5.9% |
| 3Y | +34.0% | +49.8% | -15.9% | +13.0% |
| 5Y | +161.6% | +43.8% | +117.8% | +119.7% |
| 10Y | +278.6% | -22.6% | +301.2% | +250.6% |
| All | +1,451.1% | +201.1% | +1,250.0% | +880.1% |
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