+846.1%
BX vs ACGL
+1,336.8%
-490.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.8% |
| 7D | +1.8% | +0.9% | +0.9% | +1.2% |
| 30D | +7.9% | +13.7% | -5.9% | -1.2% |
| 3M | -9.6% | +8.0% | -17.6% | -14.5% |
| 6M | -2.3% | +13.3% | -15.5% | -11.1% |
| YTD | -19.3% | +11.8% | -31.1% | -26.7% |
| 1Y | -13.2% | +22.2% | -35.5% | -26.1% |
| 3Y | +33.8% | +32.5% | +1.3% | +2.1% |
| 5Y | 0.0% | +160.2% | -160.2% | -56.2% |
| 10Y | +685.4% | +338.5% | +346.8% | +93.3% |
| All | +846.1% | +1,336.8% | -490.7% | -29.9% |
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