+687.2%
BP vs ACGL
+5,005.0%
-4,317.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -11.2% | +6.4% | -17.6% | -12.7% |
| 30D | -0.7% | +16.6% | -17.3% | -4.6% |
| 3M | +9.8% | +11.6% | -1.8% | +6.5% |
| 6M | -1.6% | +17.5% | -19.0% | -6.0% |
| YTD | +33.5% | +15.3% | +18.2% | +27.6% |
| 1Y | +31.7% | +26.3% | +5.4% | +22.9% |
| 3Y | +45.1% | +35.9% | +9.2% | +30.8% |
| 5Y | +105.9% | +168.2% | -62.2% | +53.0% |
| 10Y | +134.4% | +352.0% | -217.6% | +53.8% |
| All | +687.2% | +5,005.0% | -4,317.8% | +296.8% |
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