+3,915.8%
ACGL vs RCAT
-100.0%
+4,015.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.9% | +14.8% | -0.1% |
| 7D | +6.4% | -32.6% | +39.0% | +6.4% |
| 30D | +16.6% | -46.3% | +62.9% | +16.7% |
| 3M | +11.6% | -60.7% | +72.3% | +11.7% |
| 6M | +17.5% | -67.4% | +84.8% | +17.5% |
| YTD | +15.3% | -57.1% | +72.3% | +15.3% |
| 1Y | +26.3% | -63.8% | +90.1% | +26.3% |
| 3Y | +35.9% | +268.1% | -232.2% | +35.5% |
| 5Y | +168.2% | +25.2% | +143.0% | +167.5% |
| 10Y | +352.0% | -99.7% | +451.7% | +351.9% |
| All | +3,915.8% | -100.0% | +4,015.8% | +4,741.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling