+84.5%
BKR vs ACGL
+30.4%
+54.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | -0.7% | -2.2% | +1.5% | -0.3% |
| 3M | +0.5% | +6.3% | -5.8% | -1.2% |
| 6M | +6.6% | +0.5% | +6.1% | +6.0% |
| YTD | +41.3% | +0.2% | +41.1% | +40.3% |
| 1Y | +42.2% | +7.3% | +34.9% | +38.6% |
| All | +84.5% | +30.4% | +54.1% | +80.3% |
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