+132.2%
AG vs RCAT
-7.9%
+140.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +3.7% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | +12.5% | -18.7% | +31.2% | +17.7% |
| 3M | +28.2% | -29.3% | +57.4% | +36.8% |
| 6M | -18.8% | -42.3% | +23.5% | -11.3% |
| YTD | +27.4% | +2.5% | +24.9% | +19.8% |
| 1Y | +132.2% | -5.7% | +137.9% | +109.5% |
| All | +132.2% | -7.9% | +140.1% | +109.5% |
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