+4,824.8%
ACGL vs RRC
+888.6%
+3,936.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.2% |
| 7D | +6.4% | -6.9% | +13.2% | +7.0% |
| 30D | +16.6% | +25.4% | -8.8% | +14.2% |
| 3M | +11.6% | +31.9% | -20.3% | +8.7% |
| 6M | +17.5% | +17.2% | +0.3% | +15.5% |
| YTD | +15.3% | +43.4% | -28.1% | +11.2% |
| 1Y | +26.3% | +36.7% | -10.4% | +22.3% |
| 3Y | +35.9% | +38.8% | -2.9% | +30.3% |
| 5Y | +168.2% | +118.3% | +49.9% | +142.7% |
| 10Y | +352.0% | +67.7% | +284.3% | +280.6% |
| All | +4,824.8% | +888.6% | +3,936.1% | +3,653.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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