-21.2%
RIG vs ACGL
+31.5%
-52.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.9% |
| 7D | -24.5% | +0.9% | -25.4% | -24.6% |
| 30D | -2.8% | +13.7% | -16.5% | -3.7% |
| 3M | +1.6% | +8.0% | -6.5% | +0.9% |
| 6M | -15.9% | +13.3% | -29.2% | -16.8% |
| YTD | +26.9% | +11.8% | +15.0% | +25.1% |
| 1Y | +34.4% | +22.2% | +12.1% | +30.6% |
| 3Y | -21.2% | +32.5% | -53.7% | -13.5% |
| All | -21.2% | +31.5% | -52.7% | -13.5% |
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