-15.1%
AA vs RCAT
-100.0%
+84.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | +5.0% | -3.3% | +8.3% | +5.0% |
| 3M | -35.8% | -43.2% | +7.4% | -35.8% |
| 6M | -18.4% | -43.2% | +24.8% | -18.3% |
| YTD | -5.5% | +5.5% | -11.0% | -5.5% |
| 1Y | +61.0% | -1.6% | +62.6% | +60.9% |
| 3Y | +66.2% | +773.7% | -707.5% | +65.8% |
| 5Y | +11.4% | +187.6% | -176.2% | +11.1% |
| 10Y | +116.9% | -98.5% | +215.3% | +118.3% |
| All | -15.1% | -100.0% | +84.9% | -14.5% |
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 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