+272.4%
BBY vs ACGL
+322.9%
-50.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +4.0% | -1.2% | +5.2% | +4.5% |
| 30D | +17.6% | +12.8% | +4.8% | +12.1% |
| 3M | +25.9% | +12.3% | +13.6% | +20.2% |
| 6M | +85.1% | +15.8% | +69.3% | +73.7% |
| YTD | +60.6% | +13.9% | +46.7% | +51.5% |
| 1Y | +40.2% | +19.0% | +21.1% | +29.8% |
| 3Y | +86.6% | +33.7% | +53.0% | +59.8% |
| 5Y | -3.7% | +173.4% | -177.1% | -43.3% |
| All | +272.4% | +322.9% | -50.6% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling