+144.2%
RTX vs ACGL
+31.5%
+112.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.5% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | +5.1% | +13.7% | -8.6% | +2.0% |
| 3M | -14.8% | +8.0% | -22.9% | -16.4% |
| 6M | +8.0% | +13.3% | -5.2% | +4.8% |
| YTD | +4.5% | +11.8% | -7.4% | +1.5% |
| 1Y | +9.8% | +22.2% | -12.4% | +4.5% |
| 3Y | +144.2% | +32.5% | +111.7% | +128.3% |
| All | +144.2% | +31.5% | +112.7% | +128.3% |
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