+3,462.9%
ACGL vs RCAT
-100.0%
+3,562.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -1.0% | -3.3% | +2.3% | -1.0% |
| 3M | +11.0% | -43.2% | +54.3% | +11.1% |
| 6M | -0.3% | -43.2% | +42.9% | -0.3% |
| YTD | +2.3% | +5.5% | -3.3% | +2.2% |
| 1Y | +6.4% | -1.6% | +8.0% | +6.3% |
| 3Y | +34.0% | +773.7% | -739.7% | +33.5% |
| 5Y | +161.6% | +187.6% | -26.0% | +160.7% |
| 10Y | +278.6% | -98.5% | +377.0% | +278.5% |
| All | +3,462.9% | -100.0% | +3,562.9% | +4,192.4% |
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