+7.9%
RDW vs ACGL
+182.0%
-174.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +9.1% | +7.4% |
| 7D | +9.5% | -2.9% | +12.4% | +10.3% |
| 30D | -17.4% | -2.8% | -14.6% | -16.8% |
| 3M | -39.5% | +6.8% | -46.3% | -41.7% |
| 6M | +31.3% | -1.5% | +32.9% | +29.7% |
| YTD | +47.8% | -0.2% | +48.0% | +43.3% |
| 1Y | +33.8% | +5.3% | +28.6% | +26.1% |
| 3Y | +262.3% | +30.3% | +232.0% | +201.1% |
| 5Y | -5.7% | +151.8% | -157.5% | -42.5% |
| All | +7.9% | +182.0% | -174.1% | -36.2% |
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