+26.0%
AG vs RCAT
-56.5%
+82.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.4% | +0.6% | -4.3% |
| 7D | +6.0% | -5.6% | +11.6% | +6.5% |
| 30D | -13.5% | -27.0% | +13.5% | -7.3% |
| 3M | -20.7% | -57.9% | +37.2% | -3.4% |
| 6M | -31.5% | -59.4% | +27.9% | -17.4% |
| YTD | -10.1% | -46.9% | +36.8% | +0.9% |
| 1Y | +26.0% | -54.0% | +80.0% | +45.9% |
| All | +26.0% | -56.5% | +82.5% | +45.9% |
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 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