+4,339.4%
RCL vs ACGL
+5,005.0%
-665.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +3.9% | +6.4% | -2.5% | +0.9% |
| 30D | +11.8% | +16.6% | -4.9% | +3.5% |
| 3M | -0.8% | +11.6% | -12.4% | -6.3% |
| 6M | +23.6% | +17.5% | +6.2% | +13.0% |
| YTD | +17.6% | +15.3% | +2.3% | +8.2% |
| 1Y | +28.3% | +26.3% | +2.0% | +12.8% |
| 3Y | +261.4% | +35.9% | +225.5% | +199.6% |
| 5Y | +245.3% | +168.2% | +77.2% | +101.8% |
| 10Y | +381.8% | +352.0% | +29.8% | +134.6% |
| All | +4,339.4% | +5,005.0% | -665.5% | +1,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling