-63.9%
BAX vs ACGL
+159.2%
-223.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.4% |
| 7D | +12.1% | +0.9% | +11.3% | +11.9% |
| 30D | +7.6% | +13.7% | -6.1% | +3.8% |
| 3M | -4.5% | +8.0% | -12.5% | -6.6% |
| 6M | +52.0% | +13.3% | +38.7% | +46.5% |
| YTD | +35.1% | +11.8% | +23.3% | +30.5% |
| 1Y | +43.7% | +22.2% | +21.5% | +35.7% |
| 3Y | -20.9% | +32.5% | -53.4% | -26.9% |
| All | -63.9% | +159.2% | -223.1% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling