+284.3%
AG vs RCAT
-100.0%
+384.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -4.0% | +7.2% | -11.3% | -4.1% |
| 30D | -13.1% | -20.4% | +7.3% | -13.0% |
| 3M | -22.0% | -59.8% | +37.7% | -21.8% |
| 6M | -37.3% | -61.9% | +24.6% | -37.1% |
| YTD | -11.2% | -45.9% | +34.7% | -11.0% |
| 1Y | +23.9% | -50.5% | +74.5% | +24.2% |
| 3Y | +225.1% | +387.5% | -162.4% | +223.9% |
| 5Y | +7.7% | +70.9% | -63.2% | +7.4% |
| 10Y | +86.9% | -99.7% | +186.6% | +85.6% |
| All | +284.3% | -100.0% | +384.3% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling