+23.8%
BTDR vs ACGL
+166.8%
-143.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +3.7% |
| 7D | +20.0% | -0.7% | +20.7% | +19.8% |
| 30D | +11.9% | -1.0% | +12.9% | +11.8% |
| 3M | -36.9% | +11.0% | -48.0% | -36.5% |
| 6M | +56.5% | -0.3% | +56.8% | +56.9% |
| YTD | +10.4% | +2.3% | +8.2% | +10.7% |
| 1Y | +3.1% | +6.4% | -3.3% | +3.3% |
| 3Y | -2.6% | +34.0% | -36.6% | +2.1% |
| 5Y | +25.2% | +161.6% | -136.5% | +32.4% |
| All | +23.8% | +166.8% | -143.0% | +33.1% |
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 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