+684.2%
BP vs ACGL
+4,853.1%
-4,168.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | -11.6% | +0.9% | -12.5% | -11.9% |
| 30D | 0.0% | +13.7% | -13.7% | -3.3% |
| 3M | +6.7% | +8.0% | -1.3% | +4.4% |
| 6M | +2.2% | +13.3% | -11.1% | -1.5% |
| YTD | +33.0% | +11.8% | +21.1% | +28.1% |
| 1Y | +30.7% | +22.2% | +8.5% | +22.9% |
| 3Y | +44.2% | +32.5% | +11.7% | +30.8% |
| 5Y | +105.1% | +160.2% | -55.0% | +53.6% |
| 10Y | +133.5% | +338.5% | -205.0% | +54.4% |
| All | +684.2% | +4,853.1% | -4,168.8% | +298.3% |
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