-42.4%
ACI vs RCAT
+192.8%
-235.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.1% | -3.3% |
| 7D | -2.6% | +5.4% | -8.0% | -2.6% |
| 30D | +1.1% | -5.6% | +6.7% | +1.1% |
| 3M | -23.6% | -30.2% | +6.6% | -23.4% |
| 6M | -29.9% | -43.4% | +13.4% | -29.7% |
| YTD | -26.9% | +9.6% | -36.5% | -27.5% |
| 1Y | -34.2% | -2.0% | -32.3% | -35.0% |
| 3Y | -43.6% | +825.0% | -868.6% | -47.8% |
| 5Y | -42.4% | +199.8% | -242.2% | -46.3% |
| All | -42.4% | +192.8% | -235.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling