+63.2%
RIG vs ACGL
+158.6%
-95.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -1.7% |
| 30D | +9.5% | -2.8% | +12.3% | +10.5% |
| 3M | -6.6% | +6.8% | -13.5% | -9.3% |
| 6M | -2.9% | -1.5% | -1.3% | -3.0% |
| YTD | +39.5% | -0.2% | +39.7% | +37.8% |
| 1Y | +82.3% | +5.3% | +77.0% | +75.7% |
| 3Y | -29.6% | +30.3% | -59.9% | -41.5% |
| 5Y | +63.2% | +151.8% | -88.6% | -12.6% |
| All | +63.2% | +158.6% | -95.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling