+30.9%
BMY vs ACGL
+173.3%
-142.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -0.9% | +11.8% | -12.7% | -3.1% |
| 6M | +14.9% | +17.5% | -2.5% | +11.2% |
| YTD | +22.8% | +14.3% | +8.6% | +19.4% |
| 1Y | +36.2% | +18.2% | +18.1% | +31.6% |
| 3Y | +45.7% | +33.2% | +12.5% | +36.8% |
| All | +30.9% | +173.3% | -142.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling