+292.2%
RCL vs ACGL
+173.3%
+118.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -1.2% | +2.2% | -3.4% | -2.2% |
| 30D | +17.8% | +12.3% | +5.5% | +11.1% |
| 3M | +4.9% | +11.8% | -6.9% | -1.0% |
| 6M | +23.7% | +17.5% | +6.3% | +12.8% |
| YTD | +17.8% | +14.3% | +3.5% | +8.6% |
| 1Y | +28.9% | +18.2% | +10.8% | +16.8% |
| 3Y | +241.9% | +33.2% | +208.7% | +179.6% |
| All | +292.2% | +173.3% | +118.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling