+88.0%
BDX vs ACGL
+332.3%
-244.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +8.4% | -1.1% | +9.5% | +8.7% |
| 30D | +17.1% | +13.1% | +4.0% | +13.5% |
| 3M | +22.4% | +9.8% | +12.6% | +19.5% |
| 6M | +45.9% | +15.3% | +30.7% | +40.6% |
| YTD | +43.8% | +12.7% | +31.1% | +39.2% |
| 1Y | +57.8% | +20.7% | +37.1% | +50.2% |
| 3Y | +25.4% | +34.3% | -8.9% | +14.9% |
| 5Y | +26.0% | +170.6% | -144.6% | -5.0% |
| 10Y | +88.0% | +330.6% | -242.6% | +31.8% |
| All | +88.0% | +332.3% | -244.4% | +31.8% |
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