+142.2%
BP vs ACGL
+324.4%
-182.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +3.8% | +2.2% | +1.6% | +2.9% |
| 30D | -5.3% | +12.3% | -17.6% | -10.1% |
| 3M | +9.3% | +11.8% | -2.6% | +3.8% |
| 6M | +7.2% | +17.5% | -10.2% | -0.8% |
| YTD | +38.0% | +14.3% | +23.8% | +28.3% |
| 1Y | +33.2% | +18.2% | +15.0% | +21.8% |
| 3Y | +50.3% | +33.2% | +17.1% | +25.4% |
| 5Y | +114.1% | +174.3% | -60.2% | +16.9% |
| All | +142.2% | +324.4% | -182.2% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling