+729.7%
BKNG vs ACGL
+6,792.8%
-6,063.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.5% | -1.2% | -3.3% | -4.0% |
| 30D | +2.3% | +12.8% | -10.5% | -1.9% |
| 3M | -23.9% | +12.3% | -36.2% | -26.9% |
| 6M | +0.9% | +15.8% | -14.9% | -4.5% |
| YTD | -24.2% | +13.9% | -38.1% | -28.0% |
| 1Y | -21.4% | +19.0% | -40.4% | -26.5% |
| 3Y | +34.2% | +33.7% | +0.5% | +17.8% |
| 5Y | +68.3% | +173.4% | -105.1% | +12.3% |
| 10Y | +167.8% | +324.9% | -157.1% | +52.2% |
| All | +729.7% | +6,792.8% | -6,063.2% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling