-35.8%
ACI vs RCAT
+339.1%
-375.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.6% | -22.0% | -3.3% |
| 7D | -2.2% | -12.7% | +10.5% | -2.2% |
| 30D | +10.3% | -34.3% | +44.6% | +10.2% |
| 3M | +7.2% | -53.4% | +60.6% | +7.1% |
| 6M | -18.0% | -62.0% | +44.0% | -18.1% |
| YTD | -22.0% | -49.1% | +27.1% | -22.5% |
| 1Y | -23.4% | -53.1% | +29.8% | -23.9% |
| 3Y | -35.8% | +318.7% | -354.5% | -39.3% |
| All | -35.8% | +339.1% | -375.0% | -39.3% |
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 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