-50.0%
RIG vs ACGL
+322.9%
-372.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.3% | -1.2% | +5.5% | +5.0% |
| 30D | -5.8% | +12.8% | -18.6% | -13.8% |
| 3M | -6.7% | +12.3% | -18.9% | -14.6% |
| 6M | -18.7% | +15.8% | -34.5% | -27.9% |
| YTD | +28.8% | +13.9% | +14.9% | +13.9% |
| 1Y | +28.8% | +19.0% | +9.8% | +10.1% |
| 3Y | -20.0% | +33.7% | -53.7% | -41.5% |
| 5Y | +56.0% | +173.4% | -117.4% | -41.6% |
| All | -50.0% | +322.9% | -372.9% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling