-31.6%
ACI vs RCAT
+331.8%
-363.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.8% |
| 7D | +2.3% | -5.9% | +8.2% | +2.2% |
| 30D | +1.2% | -19.7% | +20.9% | +1.2% |
| 3M | +6.8% | -62.9% | +69.6% | +6.6% |
| 6M | -18.7% | -59.6% | +40.8% | -18.9% |
| YTD | -20.2% | -52.1% | +31.9% | -20.8% |
| 1Y | -23.7% | -50.9% | +27.2% | -24.4% |
| 3Y | -31.6% | +333.8% | -365.4% | -35.1% |
| All | -31.6% | +331.8% | -363.5% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling