+164.5%
ACGL vs BWA
+91.4%
+73.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.2% |
| 7D | -0.7% | +5.7% | -6.4% | -1.6% |
| 30D | -1.0% | +1.4% | -2.4% | -1.4% |
| 3M | +11.0% | -12.1% | +23.1% | +13.1% |
| 6M | -0.3% | +28.6% | -28.9% | -6.3% |
| YTD | +2.3% | +51.1% | -48.8% | -8.1% |
| 1Y | +6.4% | +55.9% | -49.5% | -5.3% |
| 3Y | +34.0% | +70.1% | -36.2% | +15.3% |
| All | +164.5% | +91.4% | +73.2% | +114.9% |
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