-20.7%
BKNG vs ACGL
+19.1%
-39.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.6% |
| 30D | -0.7% | +12.3% | -13.0% | -4.3% |
| 3M | -25.0% | +11.8% | -36.8% | -27.6% |
| 6M | +3.4% | +17.5% | -14.0% | -1.3% |
| YTD | -25.0% | +14.3% | -39.2% | -28.0% |
| 1Y | -20.7% | +18.2% | -38.8% | -24.5% |
| All | -20.7% | +19.1% | -39.8% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling