+1,021.8%
BMY vs ACGL
+4,853.1%
-3,831.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +4.1% | +13.7% | -9.6% | +1.6% |
| 3M | -2.1% | +8.0% | -10.2% | -3.5% |
| 6M | +12.2% | +13.3% | -1.1% | +9.6% |
| YTD | +20.3% | +11.8% | +8.5% | +17.7% |
| 1Y | +39.2% | +22.2% | +16.9% | +34.0% |
| 3Y | +35.6% | +32.5% | +3.1% | +27.4% |
| 5Y | +28.6% | +160.2% | -131.6% | +5.6% |
| 10Y | +73.9% | +338.5% | -264.7% | +27.6% |
| All | +1,021.8% | +4,853.1% | -3,831.2% | +534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling