+35.6%
BMY vs ACGL
+31.5%
+4.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +4.1% | +13.7% | -9.6% | +1.2% |
| 3M | -2.1% | +8.0% | -10.2% | -3.8% |
| 6M | +12.2% | +13.3% | -1.1% | +9.0% |
| YTD | +20.3% | +11.8% | +8.5% | +17.2% |
| 1Y | +39.2% | +22.2% | +16.9% | +33.5% |
| 3Y | +35.6% | +32.5% | +3.1% | +25.9% |
| All | +35.6% | +31.5% | +4.1% | +25.9% |
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