+26,362.8%
RMD vs ACGL
+4,429.2%
+21,933.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | -5.0% | -0.7% | -4.2% | -4.8% |
| 30D | +2.2% | -1.0% | +3.2% | +2.4% |
| 3M | +17.8% | +11.0% | +6.8% | +15.2% |
| 6M | -11.3% | -0.3% | -11.0% | -11.4% |
| YTD | -4.4% | +2.3% | -6.7% | -5.1% |
| 1Y | -15.7% | +6.4% | -22.1% | -17.1% |
| 3Y | +47.7% | +34.0% | +13.8% | +36.4% |
| 5Y | -19.2% | +161.6% | -180.9% | -36.0% |
| 10Y | +280.4% | +278.6% | +1.8% | +174.9% |
| All | +26,362.8% | +4,429.2% | +21,933.6% | +14,531.4% |
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