+23.1%
RIG vs ACGL
+21.8%
+1.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.1% |
| 7D | -17.0% | -1.1% | -15.9% | -17.2% |
| 30D | -6.2% | +13.1% | -19.3% | -3.6% |
| 3M | -1.7% | +9.8% | -11.5% | +0.3% |
| 6M | -19.2% | +15.3% | -34.5% | -15.9% |
| YTD | +25.2% | +12.7% | +12.5% | +24.6% |
| All | +23.1% | +21.8% | +1.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling