+4,678.2%
ACGL vs RRC
+859.7%
+3,818.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.7% |
| 7D | +0.9% | -10.8% | +11.7% | +1.8% |
| 30D | +13.7% | +22.3% | -8.6% | +11.6% |
| 3M | +8.0% | +26.6% | -18.6% | +5.7% |
| 6M | +13.3% | +18.9% | -5.7% | +11.3% |
| YTD | +11.8% | +39.2% | -27.4% | +8.2% |
| 1Y | +22.2% | +34.0% | -11.7% | +18.6% |
| 3Y | +32.5% | +42.0% | -9.5% | +26.7% |
| 5Y | +160.2% | +111.9% | +48.3% | +136.1% |
| 10Y | +338.5% | +62.8% | +275.8% | +270.2% |
| All | +4,678.2% | +859.7% | +3,818.6% | +3,551.1% |
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