+0.6%
AGI vs RCAT
-64.6%
+65.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -14.9% | +18.5% | +6.0% |
| 7D | +7.8% | -32.6% | +40.4% | +14.5% |
| 30D | -5.0% | -46.3% | +41.3% | +4.7% |
| 3M | -0.5% | -60.7% | +60.2% | +15.0% |
| 6M | -19.9% | -67.4% | +47.5% | -5.7% |
| YTD | -19.2% | -57.1% | +37.9% | -11.3% |
| 1Y | +0.6% | -63.8% | +64.4% | +13.1% |
| All | +0.6% | -64.6% | +65.2% | +13.1% |
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