+71.9%
AG vs RCAT
-99.6%
+171.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.6% | -5.8% |
| 7D | +6.0% | -5.6% | +11.6% | +6.0% |
| 30D | -13.5% | -27.0% | +13.5% | -13.3% |
| 3M | -20.7% | -57.9% | +37.2% | -20.0% |
| 6M | -31.5% | -59.4% | +27.9% | -31.0% |
| YTD | -10.1% | -46.9% | +36.8% | -9.7% |
| 1Y | +26.0% | -54.0% | +80.0% | +26.8% |
| 3Y | +228.9% | +378.4% | -149.5% | +223.9% |
| 5Y | +8.7% | +61.9% | -53.3% | +7.3% |
| 10Y | +71.9% | -99.6% | +171.5% | +61.4% |
| All | +71.9% | -99.6% | +171.5% | +61.4% |
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