+331.1%
ACGL vs RCAT
-99.8%
+430.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.6% | -21.6% | -3.1% |
| 7D | +0.9% | -12.7% | +13.6% | +0.9% |
| 30D | +13.7% | -34.3% | +48.0% | +14.0% |
| 3M | +8.0% | -53.4% | +61.4% | +8.5% |
| 6M | +13.3% | -62.0% | +75.2% | +13.8% |
| YTD | +11.8% | -49.1% | +60.9% | +11.9% |
| 1Y | +22.2% | -53.1% | +75.4% | +22.3% |
| 3Y | +32.5% | +318.7% | -286.2% | +29.3% |
| 5Y | +160.2% | +48.5% | +111.7% | +154.7% |
| All | +331.1% | -99.8% | +430.9% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling