-7.9%
RGTI vs ACGL
+173.3%
-181.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -6.9% |
| 7D | -18.1% | +2.2% | -20.3% | -18.1% |
| 30D | -17.6% | +12.3% | -29.9% | -17.6% |
| 3M | -48.3% | +11.8% | -60.1% | -48.3% |
| 6M | -47.8% | +17.5% | -65.2% | -48.0% |
| YTD | -56.6% | +14.3% | -70.8% | -56.8% |
| 1Y | -61.8% | +18.2% | -80.0% | -62.2% |
| 3Y | +807.5% | +33.2% | +774.4% | +774.5% |
| All | -7.9% | +173.3% | -181.1% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling