+234.8%
RCL vs ACGL
+161.8%
+73.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | -5.1% | -0.7% | -4.3% | -4.7% |
| 30D | -19.0% | -1.0% | -18.0% | -18.6% |
| 3M | -9.6% | +11.0% | -20.6% | -15.0% |
| 6M | -6.7% | -0.3% | -6.4% | -7.4% |
| YTD | -3.9% | +2.3% | -6.2% | -6.2% |
| 1Y | -25.1% | +6.4% | -31.5% | -28.5% |
| 3Y | +179.1% | +34.0% | +145.1% | +120.3% |
| All | +234.8% | +161.8% | +73.0% | +47.3% |
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 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