+10.6%
BDX vs ACGL
+31.5%
-20.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.1% |
| 7D | +7.1% | +0.9% | +6.2% | +6.8% |
| 30D | +17.6% | +13.7% | +3.9% | +13.5% |
| 3M | +20.4% | +8.0% | +12.3% | +17.7% |
| 6M | +48.3% | +13.3% | +35.0% | +43.2% |
| YTD | +41.6% | +11.8% | +29.7% | +37.1% |
| 1Y | +55.7% | +22.2% | +33.5% | +47.7% |
| 3Y | +10.6% | +32.5% | -21.9% | +4.1% |
| All | +10.6% | +31.5% | -20.9% | +4.1% |
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