-19.1%
AJG vs RCAT
-14.2%
-4.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.3% |
| 7D | -8.3% | -4.9% | -3.4% | -8.3% |
| 30D | -5.7% | -22.9% | +17.2% | -6.0% |
| 3M | +9.1% | -33.7% | +42.8% | +9.2% |
| 6M | +15.2% | -50.7% | +66.0% | +15.3% |
| YTD | -6.3% | +0.4% | -6.7% | -8.1% |
| 1Y | -19.1% | -27.6% | +8.5% | -19.6% |
| All | -19.1% | -14.2% | -4.9% | -19.6% |
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