-27.6%
RIG vs ACGL
+35.2%
-62.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.7% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | +13.8% | -1.0% | +14.8% | +13.9% |
| 3M | -6.4% | +11.0% | -17.4% | -7.5% |
| 6M | -8.2% | -0.3% | -7.8% | -8.2% |
| YTD | +41.6% | +2.3% | +39.4% | +40.7% |
| 1Y | +88.7% | +6.4% | +82.3% | +86.1% |
| All | -27.6% | +35.2% | -62.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling