-39.5%
RDW vs ACGL
+6.1%
-45.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.1% | +2.8% |
| 7D | +9.5% | -2.9% | +12.4% | +4.7% |
| 30D | -17.4% | -2.8% | -14.6% | -20.5% |
| 3M | -39.5% | +6.8% | -46.3% | -26.7% |
| All | -39.5% | +6.1% | -45.6% | -26.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling