+91.0%
BKNG vs ACGL
+152.7%
-61.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.0% |
| 7D | -13.1% | -2.1% | -11.0% | -12.4% |
| 30D | -18.5% | -2.2% | -16.4% | -17.8% |
| 3M | +5.8% | +6.3% | -0.6% | +3.4% |
| 6M | -2.1% | +0.5% | -2.6% | -2.5% |
| YTD | -18.6% | +0.2% | -18.9% | -19.0% |
| 1Y | -21.7% | +7.3% | -28.9% | -24.1% |
| 3Y | +40.9% | +30.8% | +10.0% | +19.9% |
| 5Y | +91.0% | +155.8% | -64.8% | +6.6% |
| All | +91.0% | +152.7% | -61.7% | +6.6% |
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