+261.1%
RCL vs ACGL
+159.2%
+101.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.3% | +2.9% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +15.9% | +13.7% | +2.2% | +8.5% |
| 3M | +2.7% | +8.0% | -5.4% | -1.5% |
| 6M | +15.2% | +13.3% | +1.9% | +7.0% |
| YTD | +19.2% | +11.8% | +7.4% | +11.1% |
| 1Y | +31.6% | +22.2% | +9.4% | +16.8% |
| 3Y | +274.2% | +32.5% | +241.7% | +205.5% |
| All | +261.1% | +159.2% | +101.9% | +41.9% |
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