+50.0%
BMY vs ACGL
+4.8%
+45.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +5.0% | -1.0% | +6.0% | +5.3% |
| 3M | +19.4% | +11.0% | +8.3% | +15.0% |
| 6M | +9.5% | -0.3% | +9.9% | +8.6% |
| YTD | +28.1% | +2.3% | +25.8% | +26.3% |
| 1Y | +50.0% | +6.4% | +43.6% | +45.3% |
| All | +50.0% | +4.8% | +45.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling