+5,459.2%
AGI vs RCAT
-99.9%
+5,559.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +18.2% | -3.3% | +21.6% | +18.2% |
| 3M | -4.1% | -43.2% | +39.1% | -4.3% |
| 6M | -28.7% | -43.2% | +14.5% | -28.8% |
| YTD | -4.0% | +5.5% | -9.5% | -3.8% |
| 1Y | +17.4% | -1.6% | +19.1% | +17.6% |
| 3Y | +203.0% | +773.7% | -570.7% | +207.9% |
| 5Y | +376.7% | +187.6% | +189.0% | +383.6% |
| 10Y | +407.5% | -98.5% | +505.9% | +468.2% |
| All | +5,459.2% | -99.9% | +5,559.1% | +10,780.3% |
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