+120.2%
BKR vs ACGL
+276.6%
-156.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -7.0% | -2.0% | -4.9% | -6.0% |
| 30D | -8.1% | -1.2% | -6.9% | -7.6% |
| 3M | -6.6% | +5.4% | -12.1% | -10.1% |
| 6M | +0.9% | +1.4% | -0.5% | -1.3% |
| YTD | +31.1% | +0.2% | +30.9% | +28.6% |
| 1Y | +27.7% | +4.1% | +23.6% | +21.9% |
| 3Y | +71.2% | +28.2% | +43.0% | +37.7% |
| 5Y | +177.6% | +159.5% | +18.1% | +33.1% |
| All | +120.2% | +276.6% | -156.4% | -6.8% |
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