-49.6%
RIG vs ACGL
+332.3%
-381.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | -17.0% | -1.1% | -15.9% | -16.6% |
| 30D | -6.2% | +13.1% | -19.3% | -14.3% |
| 3M | -1.7% | +9.8% | -11.5% | -8.7% |
| 6M | -19.2% | +15.3% | -34.5% | -28.2% |
| YTD | +25.2% | +12.7% | +12.5% | +11.4% |
| 1Y | +29.9% | +20.7% | +9.2% | +9.8% |
| 3Y | -21.3% | +34.3% | -55.6% | -42.8% |
| 5Y | +40.5% | +170.6% | -130.1% | -47.1% |
| 10Y | -49.6% | +330.6% | -380.1% | -85.1% |
| All | -49.6% | +332.3% | -381.9% | -85.1% |
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