+236.2%
BBY vs ACGL
+277.0%
-40.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.7% | -3.6% | +4.3% | +2.1% |
| 30D | +5.8% | -2.1% | +7.9% | +6.7% |
| 3M | +18.0% | +5.4% | +12.7% | +15.2% |
| 6M | +39.8% | 0.0% | +39.8% | +39.1% |
| YTD | +35.4% | +0.3% | +35.1% | +34.3% |
| 1Y | +21.4% | +6.2% | +15.2% | +17.4% |
| 3Y | +39.5% | +30.9% | +8.6% | +19.3% |
| 5Y | -0.5% | +159.8% | -160.3% | -40.8% |
| All | +236.2% | +277.0% | -40.8% | +58.9% |
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 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