-10.5%
BX vs ACGL
+21.8%
-32.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +3.3% | -1.1% | +4.3% | +3.4% |
| 30D | +9.6% | +13.1% | -3.6% | +8.5% |
| 3M | -8.7% | +9.8% | -18.5% | -9.5% |
| 6M | +2.2% | +15.3% | -13.1% | +1.8% |
| YTD | -16.2% | +12.7% | -28.9% | -16.5% |
| All | -10.5% | +21.8% | -32.3% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling