+1,458.1%
AJG vs RCAT
-100.0%
+1,558.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.0% |
| 7D | -3.8% | +5.4% | -9.2% | -3.8% |
| 30D | +1.6% | -5.6% | +7.2% | +1.6% |
| 3M | +18.6% | -30.2% | +48.9% | +18.7% |
| 6M | +10.9% | -43.4% | +54.3% | +10.9% |
| YTD | -2.0% | +9.6% | -11.6% | -2.0% |
| 1Y | -14.9% | -2.0% | -13.0% | -15.0% |
| 3Y | +13.4% | +825.0% | -811.6% | +12.9% |
| 5Y | +83.2% | +199.8% | -116.6% | +82.4% |
| 10Y | +484.3% | -98.4% | +582.7% | +478.1% |
| All | +1,458.1% | -100.0% | +1,558.1% | +1,416.9% |
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 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