+124.8%
AA vs RCAT
-98.4%
+223.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +3.5% |
| 7D | +1.7% | +5.4% | -3.7% | +1.6% |
| 30D | +3.3% | -5.6% | +8.9% | +3.4% |
| 3M | -29.4% | -30.2% | +0.8% | -29.3% |
| 6M | -12.8% | -43.4% | +30.6% | -12.6% |
| YTD | -2.1% | +9.6% | -11.8% | -2.3% |
| 1Y | +62.8% | -2.0% | +64.7% | +62.5% |
| 3Y | +90.5% | +825.0% | -734.5% | +88.1% |
| 5Y | +19.1% | +199.8% | -180.8% | +17.6% |
| 10Y | +124.8% | -98.4% | +223.2% | +136.3% |
| All | +124.8% | -98.4% | +223.2% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling