-12.7%
BA vs ACGL
+26.1%
-38.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -0.1% | +6.4% | -6.5% | -0.3% |
| 30D | -9.1% | +16.6% | -25.7% | -9.1% |
| 3M | -28.2% | +11.6% | -39.8% | -28.4% |
| 6M | -23.1% | +17.5% | -40.6% | -22.7% |
| YTD | -20.6% | +15.3% | -35.8% | -19.1% |
| 1Y | -12.7% | +26.3% | -39.0% | -9.6% |
| All | -12.7% | +26.1% | -38.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling