+1.2%
BBY vs ACGL
+158.6%
-157.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | +8.1% | -2.9% | +11.0% | +8.8% |
| 30D | +8.9% | -2.8% | +11.8% | +9.7% |
| 3M | +22.0% | +6.8% | +15.2% | +19.9% |
| 6M | +37.8% | -1.5% | +39.4% | +38.0% |
| YTD | +37.3% | -0.2% | +37.5% | +36.9% |
| 1Y | +21.6% | +5.3% | +16.3% | +19.5% |
| 3Y | +41.5% | +30.3% | +11.2% | +29.1% |
| 5Y | +1.2% | +151.8% | -150.6% | -31.6% |
| All | +1.2% | +158.6% | -157.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling