+59.7%
RGTI vs ACGL
+152.8%
-93.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +5.5% | -2.9% | +8.4% | +5.5% |
| 30D | -11.9% | -2.8% | -9.1% | -11.9% |
| 3M | -27.4% | +6.8% | -34.2% | -28.0% |
| 6M | -7.1% | -1.5% | -5.5% | -7.2% |
| YTD | -28.6% | -0.2% | -28.4% | -29.0% |
| 1Y | +4.4% | +5.3% | -0.9% | +2.8% |
| 3Y | +698.5% | +30.3% | +668.2% | +654.9% |
| 5Y | +64.2% | +151.8% | -87.6% | +31.0% |
| All | +59.7% | +152.8% | -93.1% | +27.4% |
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