+36.0%
ACGL vs RVTY
+12.6%
+23.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.7% | +1.1% | -1.9% | -0.8% |
| 30D | -1.0% | +13.2% | -14.2% | -1.4% |
| 3M | +11.0% | +27.2% | -16.2% | +10.2% |
| 6M | -0.3% | +32.4% | -32.7% | -1.5% |
| YTD | +2.3% | +34.9% | -32.6% | +0.8% |
| 1Y | +6.4% | +52.4% | -46.0% | +4.1% |
| All | +36.0% | +12.6% | +23.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling