-11.8%
ABT vs RCAT
-51.9%
+40.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | -5.4% | +7.2% | -12.6% | -4.8% |
| 30D | +8.0% | -20.4% | +28.4% | +7.4% |
| 3M | +0.2% | -59.8% | +60.0% | -2.9% |
| 6M | +34.1% | -61.9% | +96.0% | +31.2% |
| YTD | -10.6% | -45.9% | +35.3% | -12.6% |
| 1Y | -11.8% | -50.5% | +38.7% | -13.8% |
| All | -11.8% | -51.9% | +40.0% | -13.8% |
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