-14.9%
BAX vs ACGL
+35.1%
-50.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +9.0% | -1.1% | +10.1% | +9.3% |
| 30D | +8.5% | +13.1% | -4.7% | +4.7% |
| 3M | -4.1% | +9.8% | -13.9% | -6.7% |
| 6M | +46.9% | +15.3% | +31.7% | +40.8% |
| YTD | +38.4% | +12.7% | +25.7% | +33.2% |
| 1Y | +47.0% | +20.7% | +26.3% | +39.1% |
| 3Y | -14.9% | +34.3% | -49.2% | -12.9% |
| All | -14.9% | +35.1% | -50.1% | -12.9% |
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