+293.8%
RCL vs ACGL
+176.7%
+117.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | +14.4% | +12.8% | +1.6% | +7.6% |
| 3M | +5.2% | +12.3% | -7.1% | -1.0% |
| 6M | +26.1% | +15.8% | +10.3% | +15.9% |
| YTD | +17.4% | +13.9% | +3.5% | +8.4% |
| 1Y | +24.7% | +19.0% | +5.7% | +12.4% |
| 3Y | +250.9% | +33.7% | +217.3% | +186.1% |
| 5Y | +293.8% | +173.4% | +120.4% | +50.5% |
| All | +293.8% | +176.7% | +117.2% | +50.5% |
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