+13,325.9%
BLK vs ACGL
+5,818.7%
+7,507.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -1.0% | -1.0% | 0.0% | -0.6% |
| 3M | +10.4% | +11.0% | -0.7% | +4.7% |
| 6M | +8.2% | -0.3% | +8.5% | +7.6% |
| YTD | +6.0% | +2.3% | +3.8% | +3.8% |
| 1Y | +3.3% | +6.4% | -3.0% | -1.0% |
| 3Y | +70.3% | +34.0% | +36.3% | +42.3% |
| 5Y | +34.5% | +161.6% | -127.2% | -20.2% |
| 10Y | +281.9% | +278.6% | +3.3% | +84.9% |
| All | +13,325.9% | +5,818.7% | +7,507.3% | +3,476.4% |
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