+273.8%
RTX vs ACGL
+332.3%
-58.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.7% |
| 30D | +5.6% | +13.1% | -7.6% | -1.1% |
| 3M | -11.7% | +9.8% | -21.5% | -16.1% |
| 6M | +12.3% | +15.3% | -2.9% | +3.7% |
| YTD | +8.2% | +12.7% | -4.5% | +0.5% |
| 1Y | +12.6% | +20.7% | -8.1% | +0.7% |
| 3Y | +152.8% | +34.3% | +118.5% | +104.7% |
| 5Y | +140.2% | +170.6% | -30.4% | +20.1% |
| 10Y | +273.8% | +330.6% | -56.8% | +42.0% |
| All | +273.8% | +332.3% | -58.6% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling