+152.8%
RTX vs ACGL
+35.1%
+117.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -3.2% | -1.1% | -2.1% | -3.0% |
| 30D | +5.6% | +13.1% | -7.6% | +2.5% |
| 3M | -11.7% | +9.8% | -21.5% | -13.7% |
| 6M | +12.3% | +15.3% | -2.9% | +8.5% |
| YTD | +8.2% | +12.7% | -4.5% | +4.9% |
| 1Y | +12.6% | +20.7% | -8.1% | +7.4% |
| 3Y | +152.8% | +34.3% | +118.5% | +136.9% |
| All | +152.8% | +35.1% | +117.7% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling