+294.3%
BBY vs ACGL
+329.5%
-35.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | -1.4% | +5.1% | +4.3% |
| 30D | +20.9% | +12.4% | +8.5% | +15.4% |
| 3M | +27.6% | +11.1% | +16.5% | +22.3% |
| 6M | +86.9% | +16.3% | +70.5% | +75.1% |
| YTD | +63.3% | +13.8% | +49.5% | +54.1% |
| 1Y | +42.6% | +20.4% | +22.2% | +31.5% |
| 3Y | +89.8% | +33.6% | +56.2% | +62.5% |
| 5Y | -0.1% | +176.8% | -176.9% | -41.5% |
| 10Y | +294.3% | +324.6% | -30.3% | +81.0% |
| All | +294.3% | +329.5% | -35.2% | +81.0% |
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