+32.5%
ACGL vs RCAT
+339.1%
-306.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.6% | -21.6% | -3.0% |
| 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% | +13.7% |
| YTD | +11.8% | -49.1% | +60.9% | +11.0% |
| 1Y | +22.2% | -53.1% | +75.4% | +21.4% |
| 3Y | +32.5% | +318.7% | -286.2% | +33.1% |
| All | +32.5% | +339.1% | -306.7% | +33.1% |
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