+3,796.3%
ACGL vs RCAT
-100.0%
+3,896.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.8% |
| 3M | +8.0% | -53.4% | +61.4% | +8.1% |
| 6M | +13.3% | -62.0% | +75.2% | +13.4% |
| YTD | +11.8% | -49.1% | +60.9% | +11.8% |
| 1Y | +22.2% | -53.1% | +75.4% | +22.2% |
| 3Y | +32.5% | +318.7% | -286.2% | +32.1% |
| 5Y | +160.2% | +48.5% | +111.7% | +159.5% |
| 10Y | +338.5% | -99.6% | +438.2% | +338.4% |
| All | +3,796.3% | -100.0% | +3,896.3% | +4,597.0% |
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