+152.7%
AFL vs RCAT
+68.2%
+84.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | +1.4% | +7.2% | -5.8% | +1.3% |
| 30D | +9.7% | -20.4% | +30.1% | +9.9% |
| 3M | +5.5% | -59.8% | +65.3% | +6.6% |
| 6M | +11.2% | -61.9% | +73.1% | +12.2% |
| YTD | +17.1% | -45.9% | +63.0% | +16.5% |
| 1Y | +14.0% | -50.5% | +64.6% | +13.5% |
| 3Y | +66.3% | +387.5% | -321.2% | +53.8% |
| 5Y | +152.7% | +70.9% | +81.8% | +142.8% |
| All | +152.7% | +68.2% | +84.4% | +142.8% |
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