+4,805.9%
AGI vs RCAT
-99.9%
+4,905.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +2.4% |
| 7D | +17.4% | +1.1% | +16.3% | +17.4% |
| 30D | -0.9% | -22.0% | +21.1% | -1.0% |
| 3M | -1.6% | -51.1% | +49.6% | -1.8% |
| 6M | -24.7% | -56.6% | +31.9% | -24.9% |
| YTD | -15.3% | -43.3% | +28.0% | -15.3% |
| 1Y | +5.5% | -51.5% | +57.0% | +5.4% |
| 3Y | +154.5% | +411.4% | -256.9% | +158.2% |
| 5Y | +310.6% | +74.4% | +236.2% | +315.8% |
| 10Y | +362.7% | -99.6% | +462.3% | +413.7% |
| All | +4,805.9% | -99.9% | +4,905.8% | +9,484.2% |
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