-65.8%
RIG vs ACGL
+4,938.9%
-5,004.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -12.2% | +1.3% | -13.5% | -12.7% |
| 30D | -6.0% | +14.2% | -20.2% | -10.6% |
| 3M | -9.4% | +11.1% | -20.5% | -13.2% |
| 6M | -19.1% | +16.4% | -35.4% | -24.0% |
| YTD | +25.4% | +13.8% | +11.6% | +18.0% |
| 1Y | +23.3% | +21.6% | +1.8% | +13.2% |
| 3Y | -22.1% | +33.5% | -55.6% | -32.3% |
| 5Y | +50.1% | +174.8% | -124.7% | -0.6% |
| 10Y | -50.7% | +330.4% | -381.0% | -70.1% |
| All | -65.8% | +4,938.9% | -5,004.7% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling