+55.6%
RGTI vs ACGL
+154.3%
-98.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -3.6% | +3.5% | -0.1% |
| 30D | -16.2% | -2.1% | -14.1% | -16.2% |
| 3M | -22.0% | +5.4% | -27.4% | -22.6% |
| 6M | -10.8% | 0.0% | -10.8% | -11.0% |
| YTD | -31.6% | +0.3% | -31.8% | -32.0% |
| 1Y | -6.4% | +6.2% | -12.5% | -7.9% |
| 3Y | +665.7% | +30.9% | +634.7% | +619.1% |
| 5Y | +55.6% | +159.8% | -104.2% | +18.6% |
| All | +55.6% | +154.3% | -98.6% | +18.6% |
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