+135.7%
BP vs ACGL
+329.5%
-193.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | -3.1% | +12.4% | -15.5% | -8.1% |
| 3M | +6.2% | +11.1% | -4.9% | +1.1% |
| 6M | +4.8% | +16.3% | -11.6% | -2.6% |
| YTD | +35.2% | +13.8% | +21.3% | +25.8% |
| 1Y | +27.4% | +20.4% | +7.0% | +15.5% |
| 3Y | +49.8% | +33.6% | +16.2% | +24.7% |
| 5Y | +109.4% | +176.8% | -67.5% | +13.7% |
| 10Y | +135.7% | +324.6% | -188.9% | +7.1% |
| All | +135.7% | +329.5% | -193.8% | +7.1% |
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