-31.5%
ACI vs RCAT
-2.3%
-29.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.4% |
| 7D | +0.2% | -1.4% | +1.6% | +0.1% |
| 30D | +5.9% | -3.3% | +9.3% | +5.9% |
| 3M | -19.8% | -43.2% | +23.4% | -20.3% |
| 6M | -24.7% | -43.2% | +18.4% | -24.9% |
| YTD | -24.4% | +5.5% | -29.9% | -24.5% |
| 1Y | -31.5% | -1.6% | -29.8% | -33.5% |
| All | -31.5% | -2.3% | -29.2% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling