+5,304.6%
RTX vs ACGL
+5,005.0%
+299.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -3.8% | +6.4% | -10.1% | -5.6% |
| 30D | +4.7% | +16.6% | -11.9% | -0.2% |
| 3M | -13.4% | +11.6% | -25.0% | -16.3% |
| 6M | +11.8% | +17.5% | -5.6% | +6.2% |
| YTD | +5.8% | +15.3% | -9.5% | +0.7% |
| 1Y | +11.9% | +26.3% | -14.4% | +3.6% |
| 3Y | +146.3% | +35.9% | +110.3% | +119.5% |
| 5Y | +134.3% | +168.2% | -33.9% | +66.9% |
| 10Y | +277.9% | +352.0% | -74.1% | +133.8% |
| All | +5,304.6% | +5,005.0% | +299.7% | +2,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling