+209.7%
ABT vs RCAT
-98.5%
+308.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.3% |
| 7D | -4.7% | -2.3% | -2.5% | -4.7% |
| 30D | -3.1% | -18.7% | +15.6% | -3.1% |
| 3M | +16.1% | -29.3% | +45.4% | +16.2% |
| 6M | -5.3% | -42.3% | +37.0% | -5.3% |
| YTD | -14.4% | +2.5% | -17.0% | -14.5% |
| 1Y | -18.4% | -5.7% | -12.7% | -18.5% |
| 3Y | +11.2% | +764.9% | -753.7% | +10.4% |
| 5Y | -9.4% | +182.3% | -191.7% | -10.0% |
| 10Y | +209.7% | -98.5% | +308.2% | +207.2% |
| All | +209.7% | -98.5% | +308.2% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling