+66.4%
AFL vs RCAT
+387.5%
-321.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +1.4% | +7.2% | -5.8% | +1.4% |
| 30D | +9.7% | -20.4% | +30.1% | +9.8% |
| 3M | +5.5% | -59.8% | +65.3% | +6.1% |
| 6M | +11.2% | -61.9% | +73.1% | +11.7% |
| YTD | +17.1% | -45.9% | +63.0% | +16.2% |
| 1Y | +14.0% | -50.5% | +64.6% | +13.3% |
| All | +66.4% | +387.5% | -321.1% | +65.6% |
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