+65.7%
AG vs RCAT
-99.8%
+165.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.4% |
| 7D | -10.0% | -5.9% | -4.0% | -9.9% |
| 30D | -10.5% | -19.7% | +9.2% | -10.3% |
| 3M | -27.3% | -62.9% | +35.6% | -26.5% |
| 6M | -43.0% | -59.6% | +16.6% | -42.5% |
| YTD | -17.9% | -52.1% | +34.2% | -17.3% |
| 1Y | +11.9% | -50.9% | +62.8% | +12.6% |
| 3Y | +201.8% | +333.8% | -132.0% | +197.2% |
| 5Y | -0.1% | +40.7% | -40.8% | -1.3% |
| All | +65.7% | -99.8% | +165.5% | +49.1% |
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 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