+8.0%
AGI vs RCAT
-7.4%
+15.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -5.3% | -5.4% | +0.1% | -4.6% |
| 30D | +6.8% | -24.2% | +31.0% | +10.8% |
| 3M | +8.3% | -25.8% | +34.1% | +11.8% |
| 6M | -29.2% | -44.9% | +15.7% | -25.1% |
| YTD | -7.3% | +1.9% | -9.1% | -8.7% |
| 1Y | +8.0% | -5.2% | +13.2% | +6.9% |
| All | +8.0% | -7.4% | +15.5% | +6.9% |
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