+15.8%
ACGL vs RVTY
+58.2%
-42.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -1.2% | +4.1% | -5.3% | -0.8% |
| 30D | +12.8% | +1.3% | +11.5% | +12.9% |
| 3M | +12.3% | +33.3% | -21.0% | +14.2% |
| 6M | +15.8% | +58.3% | -42.5% | +19.1% |
| All | +15.8% | +58.2% | -42.4% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling