-12.4%
BX vs ACGL
+21.3%
-33.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -2.8% | -1.4% | -1.5% | -2.6% |
| 30D | +7.3% | +12.4% | -5.0% | +6.2% |
| 3M | -16.3% | +11.1% | -27.4% | -17.2% |
| 6M | +2.5% | +16.3% | -13.9% | +1.9% |
| YTD | -17.6% | +13.8% | -31.4% | -18.0% |
| 1Y | -12.4% | +20.4% | -32.8% | -13.1% |
| All | -12.4% | +21.3% | -33.7% | -13.1% |
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 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