+30.3%
ACI vs RCAT
+267.3%
-237.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.6% | -22.0% | -3.4% |
| 7D | -2.2% | -12.7% | +10.5% | -2.2% |
| 30D | +10.3% | -34.3% | +44.6% | +10.4% |
| 3M | +7.2% | -53.4% | +60.6% | +7.4% |
| 6M | -18.0% | -62.0% | +44.0% | -17.8% |
| YTD | -22.0% | -49.1% | +27.1% | -22.1% |
| 1Y | -23.4% | -53.1% | +29.8% | -23.5% |
| 3Y | -35.8% | +318.7% | -354.5% | -37.4% |
| 5Y | -43.7% | +48.5% | -92.2% | -44.9% |
| All | +30.3% | +267.3% | -237.0% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling