+151.7%
RTX vs ACGL
+174.9%
-23.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +7.8% | +12.4% | -4.5% | +4.0% |
| 3M | -9.8% | +11.1% | -20.9% | -12.7% |
| 6M | +13.5% | +16.3% | -2.8% | +8.2% |
| YTD | +10.9% | +13.8% | -2.9% | +6.1% |
| 1Y | +14.0% | +20.4% | -6.4% | +7.0% |
| 3Y | +159.9% | +33.6% | +126.3% | +131.2% |
| 5Y | +151.7% | +176.8% | -25.2% | +47.8% |
| All | +151.7% | +174.9% | -23.3% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling