+4,269.4%
ACGL vs BWA
+2,763.7%
+1,505.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | -0.7% | +5.7% | -6.4% | -1.9% |
| 30D | -1.0% | +1.4% | -2.4% | -1.5% |
| 3M | +11.0% | -12.1% | +23.1% | +13.4% |
| 6M | -0.3% | +28.6% | -28.9% | -7.0% |
| YTD | +2.3% | +51.1% | -48.8% | -8.7% |
| 1Y | +6.4% | +55.9% | -49.5% | -6.0% |
| 3Y | +34.0% | +70.1% | -36.2% | +13.6% |
| 5Y | +161.6% | +90.7% | +71.0% | +112.9% |
| 10Y | +278.6% | +154.0% | +124.6% | +179.2% |
| All | +4,269.4% | +2,763.7% | +1,505.6% | +1,939.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling