+11.6%
AG vs RCAT
+53.6%
-42.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.6% | -16.8% | +0.2% |
| 7D | +6.3% | -12.7% | +19.1% | +7.2% |
| 30D | -8.9% | -34.3% | +25.4% | -5.9% |
| 3M | -12.2% | -53.4% | +41.2% | -6.8% |
| 6M | -28.3% | -62.0% | +33.7% | -23.0% |
| YTD | -8.8% | -49.1% | +40.2% | -4.1% |
| 1Y | +39.4% | -53.1% | +92.5% | +46.8% |
| 3Y | +229.4% | +318.7% | -89.2% | +193.4% |
| All | +11.6% | +53.6% | -42.1% | +6.8% |
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