+25.7%
RDW vs ACGL
+5.9%
+19.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.4% |
| 7D | +0.9% | -2.0% | +2.9% | -1.2% |
| 30D | -21.3% | -1.2% | -20.0% | -22.0% |
| 3M | -37.9% | +5.4% | -43.3% | -33.2% |
| 6M | +12.3% | +1.4% | +10.9% | +18.1% |
| YTD | +39.7% | +0.2% | +39.6% | +46.4% |
| 1Y | +25.7% | +4.1% | +21.6% | +31.9% |
| All | +25.7% | +5.9% | +19.7% | +31.9% |
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 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