+2,252.6%
RSG vs ACGL
+4,053.8%
-1,801.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +13.5% | +12.4% | +1.1% | +9.8% |
| 3M | +16.3% | +11.1% | +5.2% | +12.8% |
| 6M | +26.9% | +16.3% | +10.5% | +21.4% |
| YTD | +19.1% | +13.8% | +5.3% | +14.4% |
| 1Y | +21.8% | +20.4% | +1.4% | +15.2% |
| 3Y | +63.5% | +33.6% | +29.9% | +48.4% |
| 5Y | +98.6% | +176.8% | -78.2% | +44.5% |
| 10Y | +444.4% | +324.6% | +119.8% | +245.2% |
| All | +2,252.6% | +4,053.8% | -1,801.3% | +929.5% |
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 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