+97.5%
BLK vs ACGL
+33.2%
+64.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +5.2% | +1.3% | +4.0% | +5.0% |
| 30D | +12.9% | +14.2% | -1.3% | +10.4% |
| 3M | +8.6% | +11.1% | -2.5% | +6.6% |
| 6M | +13.9% | +16.4% | -2.5% | +10.7% |
| YTD | +16.1% | +13.8% | +2.3% | +13.0% |
| 1Y | +15.3% | +21.6% | -6.3% | +10.6% |
| All | +97.5% | +33.2% | +64.3% | +103.9% |
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