+62.0%
BMY vs ACGL
+263.8%
-201.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | -3.3% | -2.9% | -0.4% | -2.6% |
| 30D | 0.0% | -2.8% | +2.8% | +0.7% |
| 3M | +17.7% | +6.8% | +10.9% | +15.7% |
| 6M | +9.6% | -1.5% | +11.2% | +9.9% |
| YTD | +24.0% | -0.2% | +24.2% | +23.8% |
| 1Y | +45.1% | +5.3% | +39.8% | +42.8% |
| 3Y | +22.5% | +30.3% | -7.8% | +12.3% |
| 5Y | +22.3% | +151.8% | -129.5% | -8.7% |
| 10Y | +62.0% | +266.9% | -204.9% | +5.3% |
| All | +62.0% | +263.8% | -201.8% | +5.3% |
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 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