+74.6%
AG vs RCAT
-98.5%
+173.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.1% |
| 7D | -0.1% | -2.3% | +2.2% | -0.1% |
| 30D | +12.5% | -18.7% | +31.2% | +12.7% |
| 3M | +28.2% | -29.3% | +57.4% | +28.5% |
| 6M | -18.8% | -42.3% | +23.5% | -18.5% |
| YTD | +27.4% | +2.5% | +24.9% | +27.3% |
| 1Y | +132.2% | -5.7% | +137.9% | +132.0% |
| 3Y | +286.9% | +764.9% | -478.0% | +279.7% |
| 5Y | +72.8% | +182.3% | -109.5% | +69.9% |
| 10Y | +74.6% | -98.5% | +173.1% | +73.8% |
| All | +74.6% | -98.5% | +173.1% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling