-41.9%
RIG vs ACGL
+270.1%
-312.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -8.2% | -2.1% | -6.1% | -6.9% |
| 30D | -0.2% | -2.2% | +2.0% | +1.1% |
| 3M | -2.7% | +6.3% | -9.0% | -7.7% |
| 6M | -7.5% | +0.5% | -8.0% | -9.3% |
| YTD | +38.3% | +0.2% | +38.0% | +34.5% |
| 1Y | +81.8% | +7.3% | +74.6% | +67.5% |
| 3Y | -30.2% | +30.8% | -61.0% | -49.0% |
| 5Y | +59.9% | +155.8% | -95.8% | -37.3% |
| 10Y | -41.9% | +276.3% | -318.2% | -78.9% |
| All | -41.9% | +270.1% | -312.0% | -78.9% |
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