+95.6%
BBY vs ACGL
+35.1%
+60.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.5% |
| 7D | +10.5% | -1.1% | +11.6% | +10.8% |
| 30D | +22.1% | +13.1% | +9.0% | +19.9% |
| 3M | +31.0% | +9.8% | +21.2% | +29.1% |
| 6M | +83.2% | +15.3% | +67.9% | +79.1% |
| YTD | +65.1% | +12.7% | +52.4% | +62.0% |
| 1Y | +41.6% | +20.7% | +20.9% | +37.8% |
| 3Y | +95.6% | +34.3% | +61.3% | +112.1% |
| All | +95.6% | +35.1% | +60.5% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling