+1,094.0%
BMY vs ACGL
+4,429.2%
-3,335.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +5.0% | -1.0% | +6.0% | +5.2% |
| 3M | +19.4% | +11.0% | +8.3% | +17.1% |
| 6M | +9.5% | -0.3% | +9.9% | +9.5% |
| YTD | +28.1% | +2.3% | +25.8% | +27.4% |
| 1Y | +50.0% | +6.4% | +43.6% | +48.0% |
| 3Y | +24.1% | +34.0% | -9.9% | +16.3% |
| 5Y | +25.0% | +161.6% | -136.7% | +2.6% |
| 10Y | +68.7% | +278.6% | -209.9% | +26.9% |
| All | +1,094.0% | +4,429.2% | -3,335.3% | +586.7% |
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