-7.0%
ABT vs RCAT
+183.7%
-190.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | +2.5% | -3.3% | +5.8% | +2.5% |
| 3M | +20.2% | -43.2% | +63.4% | +20.5% |
| 6M | -2.9% | -43.2% | +40.2% | -2.7% |
| YTD | -11.9% | +5.5% | -17.5% | -12.4% |
| 1Y | -16.5% | -1.6% | -14.9% | -17.2% |
| 3Y | +12.1% | +773.7% | -761.6% | +3.2% |
| All | -7.0% | +183.7% | -190.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling