+404.3%
AGI vs RCAT
+184.3%
+220.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.6% |
| 7D | +2.2% | -2.3% | +4.5% | +2.3% |
| 30D | +11.3% | -18.7% | +30.0% | +12.0% |
| 3M | +5.6% | -29.3% | +34.9% | +6.7% |
| 6M | -27.7% | -42.3% | +14.7% | -26.8% |
| YTD | -4.1% | +2.5% | -6.6% | -3.9% |
| 1Y | +13.8% | -5.7% | +19.5% | +14.0% |
| 3Y | +217.0% | +764.9% | -547.9% | +207.8% |
| 5Y | +404.3% | +182.3% | +222.0% | +391.9% |
| All | +404.3% | +184.3% | +220.1% | +391.9% |
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 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