+745.4%
BAC vs ACGL
+4,429.2%
-3,683.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -0.9% | -1.0% | +0.1% | -0.5% |
| 3M | +16.3% | +11.0% | +5.3% | +10.4% |
| 6M | +26.0% | -0.3% | +26.3% | +25.4% |
| YTD | +15.2% | +2.3% | +12.9% | +13.0% |
| 1Y | +26.5% | +6.4% | +20.1% | +21.4% |
| 3Y | +132.4% | +34.0% | +98.4% | +94.5% |
| 5Y | +72.6% | +161.6% | -89.1% | +3.0% |
| 10Y | +389.7% | +278.6% | +111.1% | +148.5% |
| All | +745.4% | +4,429.2% | -3,683.8% | +160.6% |
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 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