+36.0%
ACGL vs BWA
+71.5%
-35.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.8% |
| 7D | -0.7% | +5.7% | -6.4% | -1.0% |
| 30D | -1.0% | +1.4% | -2.4% | -1.1% |
| 3M | +11.0% | -12.1% | +23.1% | +12.0% |
| 6M | -0.3% | +28.6% | -28.9% | -3.3% |
| YTD | +2.3% | +51.1% | -48.8% | -3.0% |
| 1Y | +6.4% | +55.9% | -49.5% | +0.4% |
| All | +36.0% | +71.5% | -35.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling