+571.2%
BAC vs ACGL
+5,005.0%
-4,433.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +6.4% | -9.1% | -5.5% |
| 30D | -8.0% | +16.6% | -24.6% | -14.4% |
| 3M | -20.9% | +11.6% | -32.5% | -25.1% |
| 6M | -5.4% | +17.5% | -22.8% | -12.7% |
| YTD | -8.1% | +15.3% | -23.3% | -14.9% |
| 1Y | -3.1% | +26.3% | -29.4% | -14.1% |
| 3Y | +88.1% | +35.9% | +52.2% | +56.8% |
| 5Y | +19.7% | +168.2% | -148.4% | -29.3% |
| 10Y | +275.9% | +352.0% | -76.1% | +76.1% |
| All | +571.2% | +5,005.0% | -4,433.8% | +95.2% |
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