+27,168.2%
RMD vs ACGL
+4,853.1%
+22,315.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.0% |
| 7D | +2.3% | +0.9% | +1.5% | +2.2% |
| 30D | +4.1% | +13.7% | -9.6% | +1.2% |
| 3M | +5.7% | +8.0% | -2.3% | +3.9% |
| 6M | +12.9% | +13.3% | -0.4% | +9.8% |
| YTD | -1.5% | +11.8% | -13.4% | -4.1% |
| 1Y | -4.8% | +22.2% | -27.0% | -9.1% |
| 3Y | +57.5% | +32.5% | +25.0% | +45.9% |
| 5Y | -5.5% | +160.2% | -165.7% | -25.0% |
| 10Y | +357.8% | +338.5% | +19.2% | +221.3% |
| All | +27,168.2% | +4,853.1% | +22,315.1% | +14,682.3% |
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