+103.0%
ADM vs RCAT
-99.6%
+202.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -0.8% |
| 7D | -9.0% | -12.7% | +3.7% | -9.0% |
| 30D | -14.0% | -34.3% | +20.3% | -13.8% |
| 3M | -9.2% | -53.4% | +44.2% | -8.8% |
| 6M | -9.2% | -62.0% | +52.8% | -8.8% |
| YTD | +24.2% | -49.1% | +73.3% | +24.4% |
| 1Y | +27.0% | -53.1% | +80.1% | +27.1% |
| 3Y | +6.6% | +318.7% | -312.0% | +5.0% |
| 5Y | +25.0% | +48.5% | -23.6% | +23.4% |
| All | +103.0% | -99.6% | +202.6% | +97.9% |
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 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