+127.0%
BP vs ACGL
+332.0%
-205.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -6.3% | +1.3% | -7.6% | -6.9% |
| 30D | -3.6% | +14.2% | -17.8% | -9.1% |
| 3M | +5.2% | +11.1% | -5.8% | +0.3% |
| 6M | +5.3% | +16.4% | -11.0% | -2.1% |
| YTD | +33.1% | +13.8% | +19.3% | +24.0% |
| 1Y | +26.3% | +21.6% | +4.7% | +14.0% |
| 3Y | +47.5% | +33.5% | +14.0% | +22.8% |
| 5Y | +106.2% | +174.8% | -68.7% | +12.5% |
| 10Y | +127.0% | +330.4% | -203.4% | +7.7% |
| All | +127.0% | +332.0% | -205.1% | +7.7% |
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 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