+397.2%
BAX vs ACGL
+4,429.2%
-4,032.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.5% | -1.0% | -4.5% | -5.3% |
| 3M | +33.5% | +11.0% | +22.5% | +30.9% |
| 6M | +35.9% | -0.3% | +36.2% | +35.9% |
| YTD | +35.4% | +2.3% | +33.1% | +34.6% |
| 1Y | +9.8% | +6.4% | +3.4% | +8.2% |
| 3Y | -32.7% | +34.0% | -66.7% | -36.9% |
| 5Y | -65.6% | +161.6% | -227.2% | -71.6% |
| 10Y | -34.9% | +278.6% | -313.5% | -50.5% |
| All | +397.2% | +4,429.2% | -4,032.0% | +198.1% |
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 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