+267.0%
RTX vs ACGL
+337.7%
-70.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | +0.3% |
| 7D | -5.1% | +0.9% | -6.0% | -5.7% |
| 30D | +5.1% | +13.7% | -8.6% | -1.8% |
| 3M | -14.8% | +8.0% | -22.9% | -18.4% |
| 6M | +8.0% | +13.3% | -5.2% | +0.7% |
| YTD | +4.5% | +11.8% | -7.4% | -2.6% |
| 1Y | +9.8% | +22.2% | -12.4% | -2.5% |
| 3Y | +144.2% | +32.5% | +111.7% | +99.1% |
| 5Y | +131.4% | +160.2% | -28.8% | +18.6% |
| All | +267.0% | +337.7% | -70.7% | +36.4% |
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 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