-27.6%
AAL vs RCAT
-100.0%
+72.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.7% | +1.9% |
| 7D | +4.6% | -12.7% | +17.3% | +4.6% |
| 30D | +2.6% | -34.3% | +36.9% | +2.7% |
| 3M | -17.8% | -53.4% | +35.6% | -17.6% |
| 6M | +1.9% | -62.0% | +63.8% | +2.0% |
| YTD | -14.0% | -49.1% | +35.0% | -14.0% |
| 1Y | +0.2% | -53.1% | +53.4% | +0.3% |
| 3Y | +13.0% | +318.7% | -305.6% | +12.5% |
| 5Y | -39.6% | +48.5% | -88.1% | -39.9% |
| 10Y | -65.7% | -99.6% | +33.9% | -66.1% |
| All | -27.6% | -100.0% | +72.4% | -25.9% |
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