+36.5%
ACGL vs RCAT
+270.1%
-233.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.9% | +14.8% | 0.0% |
| 7D | +6.4% | -32.6% | +39.0% | +6.5% |
| 30D | +16.6% | -46.3% | +62.9% | +17.0% |
| 3M | +11.6% | -60.7% | +72.3% | +12.1% |
| 6M | +17.5% | -67.4% | +84.8% | +18.0% |
| YTD | +15.3% | -57.1% | +72.3% | +14.5% |
| 1Y | +26.3% | -63.8% | +90.1% | +25.7% |
| All | +36.5% | +270.1% | -233.6% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling