+14,517.4%
BN vs ACGL
+5,005.0%
+9,512.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +5.7% | +6.4% | -0.7% | +3.8% |
| 30D | +12.0% | +16.6% | -4.6% | +6.9% |
| 3M | -6.1% | +11.6% | -17.7% | -9.2% |
| 6M | -8.6% | +17.5% | -26.0% | -13.3% |
| YTD | -8.5% | +15.3% | -23.8% | -13.0% |
| 1Y | -8.4% | +26.3% | -34.7% | -15.4% |
| 3Y | +92.3% | +35.9% | +56.3% | +71.4% |
| 5Y | +31.3% | +168.2% | -136.8% | -6.0% |
| 10Y | +280.5% | +352.0% | -71.5% | +136.0% |
| All | +14,517.4% | +5,005.0% | +9,512.4% | +6,865.5% |
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 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