+876.8%
BA vs ACGL
+4,429.2%
-3,552.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -11.6% | -1.0% | -10.6% | -11.4% |
| 3M | -2.4% | +11.0% | -13.4% | -6.2% |
| 6M | -6.6% | -0.3% | -6.3% | -7.0% |
| YTD | -2.2% | +2.3% | -4.5% | -3.8% |
| 1Y | -8.0% | +6.4% | -14.4% | -11.0% |
| 3Y | -5.0% | +34.0% | -39.0% | -17.4% |
| 5Y | -2.7% | +161.6% | -164.4% | -34.1% |
| 10Y | +75.9% | +278.6% | -202.7% | +9.2% |
| All | +876.8% | +4,429.2% | -3,552.4% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling