+2.1%
AAL vs RCAT
-2.3%
+4.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | -20.8% | -3.3% | -17.5% | -20.7% |
| 3M | -1.3% | -43.2% | +41.9% | +1.5% |
| 6M | +5.4% | -43.2% | +48.6% | +7.1% |
| YTD | -14.4% | +5.5% | -19.9% | -20.3% |
| 1Y | +2.1% | -1.6% | +3.7% | -4.4% |
| All | +2.1% | -2.3% | +4.4% | -4.4% |
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