+330.2%
RCL vs ACGL
+322.9%
+7.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | -1.2% | +1.0% | +0.6% |
| 30D | +14.4% | +12.8% | +1.6% | +4.2% |
| 3M | +5.2% | +12.3% | -7.1% | -4.2% |
| 6M | +26.1% | +15.8% | +10.3% | +10.7% |
| YTD | +17.4% | +13.9% | +3.5% | +3.7% |
| 1Y | +24.7% | +19.0% | +5.7% | +6.5% |
| 3Y | +250.9% | +33.7% | +217.3% | +158.0% |
| 5Y | +293.8% | +173.4% | +120.4% | +44.9% |
| All | +330.2% | +322.9% | +7.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling