+82.3%
RIG vs ACGL
+2.4%
+79.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.8% |
| 7D | -2.7% | -2.9% | +0.2% | -3.0% |
| 30D | +9.5% | -2.8% | +12.3% | +9.2% |
| 3M | -6.6% | +6.8% | -13.5% | -6.3% |
| 6M | -2.9% | -1.5% | -1.3% | -2.6% |
| YTD | +39.5% | -0.2% | +39.7% | +37.5% |
| 1Y | +82.3% | +5.3% | +77.0% | +76.7% |
| All | +82.3% | +2.4% | +79.9% | +76.7% |
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