+62.8%
AA vs RCAT
+1.5%
+61.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +2.8% |
| 7D | +1.7% | +5.4% | -3.7% | +0.7% |
| 30D | +3.3% | -5.6% | +8.9% | +4.2% |
| 3M | -29.4% | -30.2% | +0.8% | -25.7% |
| 6M | -12.8% | -43.4% | +30.6% | -6.8% |
| YTD | -2.1% | +9.6% | -11.8% | -9.5% |
| 1Y | +62.8% | -2.0% | +64.7% | +51.5% |
| All | +62.8% | +1.5% | +61.3% | +51.5% |
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