+967.7%
BX vs ACGL
+1,213.8%
-246.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.1% |
| 7D | -4.4% | -0.7% | -3.6% | -3.9% |
| 30D | +0.1% | -1.0% | +1.1% | +0.6% |
| 3M | +16.0% | +11.0% | +5.0% | +7.2% |
| 6M | +21.6% | -0.3% | +21.9% | +20.6% |
| YTD | -8.9% | +2.3% | -11.2% | -12.0% |
| 1Y | -16.6% | +6.4% | -23.0% | -22.1% |
| 3Y | +43.3% | +34.0% | +9.4% | +7.4% |
| 5Y | +25.7% | +161.6% | -135.9% | -45.7% |
| 10Y | +689.5% | +278.6% | +410.9% | +117.6% |
| All | +967.7% | +1,213.8% | -246.1% | -15.8% |
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