+693.9%
BA vs ACGL
+5,005.0%
-4,311.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -0.1% | +6.4% | -6.5% | -2.2% |
| 30D | -9.1% | +16.6% | -25.7% | -13.8% |
| 3M | -28.2% | +11.6% | -39.8% | -30.9% |
| 6M | -23.1% | +17.5% | -40.6% | -27.6% |
| YTD | -20.6% | +15.3% | -35.8% | -25.0% |
| 1Y | -12.7% | +26.3% | -39.0% | -20.3% |
| 3Y | -11.6% | +35.9% | -47.5% | -23.2% |
| 5Y | -23.1% | +168.2% | -191.3% | -48.3% |
| 10Y | +34.4% | +352.0% | -317.6% | -21.0% |
| All | +693.9% | +5,005.0% | -4,311.1% | +211.0% |
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