+4,206.7%
AGI vs RCAT
-99.9%
+4,306.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.5% |
| 7D | -10.1% | -5.9% | -4.2% | -10.1% |
| 30D | -6.5% | -19.7% | +13.1% | -6.6% |
| 3M | -12.8% | -62.9% | +50.0% | -13.1% |
| 6M | -34.3% | -59.6% | +25.3% | -34.5% |
| YTD | -25.6% | -52.1% | +26.5% | -25.7% |
| 1Y | -14.2% | -50.9% | +36.7% | -14.3% |
| 3Y | +127.3% | +333.8% | -206.5% | +130.5% |
| 5Y | +241.8% | +40.7% | +201.0% | +245.9% |
| 10Y | +381.8% | -99.8% | +481.5% | +433.1% |
| All | +4,206.7% | -99.9% | +4,306.7% | +8,309.1% |
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 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