+88.7%
BAC vs ACGL
+35.5%
+53.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +6.4% | -9.1% | -3.9% |
| 30D | -8.0% | +16.6% | -24.6% | -10.8% |
| 3M | -20.9% | +11.6% | -32.5% | -22.7% |
| 6M | -5.4% | +17.5% | -22.8% | -8.7% |
| YTD | -8.1% | +15.3% | -23.3% | -11.1% |
| 1Y | -3.1% | +26.3% | -29.4% | -8.3% |
| All | +88.7% | +35.5% | +53.2% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling