+131.7%
AG vs RCAT
-2.3%
+134.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | +19.2% | -3.3% | +22.5% | +19.6% |
| 3M | +6.2% | -43.2% | +49.4% | +19.8% |
| 6M | -26.7% | -43.2% | +16.5% | -19.7% |
| YTD | +26.1% | +5.5% | +20.6% | +17.7% |
| 1Y | +131.7% | -1.6% | +133.3% | +105.1% |
| All | +131.7% | -2.3% | +134.0% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling