+11.8%
AAL vs RCAT
+331.8%
-320.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.8% |
| 7D | -0.1% | -5.9% | +5.9% | +0.3% |
| 30D | +11.7% | -19.7% | +31.4% | +12.9% |
| 3M | -12.5% | -62.9% | +50.3% | -7.8% |
| 6M | +3.6% | -59.6% | +63.2% | +7.7% |
| YTD | -14.1% | -52.1% | +38.0% | -13.2% |
| 1Y | +0.8% | -50.9% | +51.7% | +1.3% |
| 3Y | +11.8% | +333.8% | -322.0% | +14.3% |
| All | +11.8% | +331.8% | -320.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling