+45.7%
BMY vs ACGL
+33.8%
+11.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.1% | +2.2% | -0.1% | +1.6% |
| 30D | +7.0% | +12.3% | -5.3% | +4.2% |
| 3M | -0.9% | +11.8% | -12.7% | -3.3% |
| 6M | +14.9% | +17.5% | -2.5% | +10.8% |
| YTD | +22.8% | +14.3% | +8.6% | +18.9% |
| 1Y | +36.2% | +18.2% | +18.1% | +31.1% |
| 3Y | +45.7% | +33.2% | +12.5% | +34.5% |
| All | +45.7% | +33.8% | +11.9% | +34.5% |
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