+49.2%
BP vs ACGL
+35.1%
+14.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | -6.9% | -1.1% | -5.8% | -6.8% |
| 30D | -3.6% | +13.1% | -16.7% | -4.7% |
| 3M | +8.4% | +9.8% | -1.4% | +7.4% |
| 6M | +5.3% | +15.3% | -9.9% | +3.8% |
| YTD | +33.2% | +12.7% | +20.4% | +31.2% |
| 1Y | +28.2% | +20.7% | +7.5% | +24.9% |
| 3Y | +49.2% | +34.3% | +15.0% | +49.5% |
| All | +49.2% | +35.1% | +14.1% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling