+67.9%
AG vs RCAT
+192.8%
-124.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.4% |
| 7D | +4.5% | +5.4% | -0.9% | +4.0% |
| 30D | +12.9% | -5.6% | +18.5% | +13.2% |
| 3M | +20.9% | -30.2% | +51.2% | +23.7% |
| 6M | -19.5% | -43.4% | +23.9% | -17.2% |
| YTD | +24.8% | +9.6% | +15.1% | +23.6% |
| 1Y | +120.2% | -2.0% | +122.2% | +118.4% |
| 3Y | +279.0% | +825.0% | -546.0% | +224.6% |
| 5Y | +67.9% | +199.8% | -131.9% | +45.8% |
| All | +67.9% | +192.8% | -124.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling