+11.6%
AFL vs RCAT
-59.7%
+71.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.6% |
| 7D | +2.9% | -5.9% | +8.8% | +2.5% |
| 30D | +8.0% | -19.7% | +27.6% | +6.8% |
| 3M | +5.9% | -62.9% | +68.8% | -0.6% |
| 6M | +11.6% | -59.6% | +71.2% | +6.9% |
| All | +11.6% | -59.7% | +71.4% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling