+164.7%
ACGL vs BWA
+26.5%
+138.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.4% |
| 7D | +0.9% | -5.5% | +6.3% | +1.6% |
| 30D | +13.7% | -21.7% | +35.5% | +17.7% |
| 3M | +8.0% | -25.6% | +33.7% | +12.4% |
| 6M | +13.3% | -17.4% | +30.7% | +14.5% |
| YTD | +11.8% | +9.2% | +2.7% | +5.3% |
| 1Y | +22.2% | +9.7% | +12.5% | +14.8% |
| 3Y | +32.5% | +54.6% | -22.2% | +10.9% |
| All | +164.7% | +26.5% | +138.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling