+28.3%
RDW vs ACGL
+4.8%
+23.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | -0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -3.8% |
| 30D | -1.8% | -1.0% | -0.8% | -2.5% |
| 3M | -50.9% | +11.0% | -61.9% | -44.5% |
| 6M | +13.5% | -0.3% | +13.8% | +18.3% |
| YTD | +38.6% | +2.3% | +36.3% | +47.6% |
| 1Y | +28.3% | +6.4% | +21.9% | +37.1% |
| All | +28.3% | +4.8% | +23.4% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling