+13.5%
RTX vs ACGL
+22.9%
-9.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +7.7% | +14.2% | -6.5% | +4.4% |
| 3M | -10.3% | +11.1% | -21.4% | -12.6% |
| 6M | +14.6% | +16.4% | -1.8% | +10.8% |
| YTD | +10.4% | +13.8% | -3.4% | +9.5% |
| 1Y | +13.5% | +21.6% | -8.0% | +13.2% |
| All | +13.5% | +22.9% | -9.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling