+104.4%
BDX vs ACGL
+324.4%
-219.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | +15.4% | +12.3% | +3.1% | +12.0% |
| 3M | +20.5% | +11.8% | +8.7% | +17.1% |
| 6M | +53.2% | +17.5% | +35.7% | +46.8% |
| YTD | +45.7% | +14.3% | +31.4% | +40.5% |
| 1Y | +47.3% | +18.2% | +29.1% | +40.8% |
| 3Y | +25.1% | +33.2% | -8.1% | +14.8% |
| 5Y | +27.4% | +174.3% | -146.9% | -4.3% |
| All | +104.4% | +324.4% | -219.9% | +32.4% |
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