+170.6%
ACGL vs RCAT
+71.1%
+99.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.4% | -10.6% | +0.7% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | +13.1% | -22.0% | +35.1% | +13.4% |
| 3M | +9.8% | -51.1% | +60.9% | +10.8% |
| 6M | +15.3% | -56.6% | +71.9% | +16.1% |
| YTD | +12.7% | -43.3% | +56.0% | +12.0% |
| 1Y | +20.7% | -51.5% | +72.2% | +20.2% |
| 3Y | +34.3% | +411.4% | -377.1% | +22.8% |
| 5Y | +170.6% | +74.4% | +96.2% | +156.8% |
| All | +170.6% | +71.1% | +99.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling