+28.4%
ADM vs RCAT
-53.5%
+81.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.4% | -11.6% | -0.6% |
| 7D | -7.8% | +1.1% | -8.9% | -7.9% |
| 30D | -12.6% | -22.0% | +9.4% | -11.9% |
| 3M | -8.2% | -51.1% | +42.9% | -5.9% |
| 6M | -8.9% | -56.6% | +47.7% | -6.9% |
| YTD | +24.0% | -43.3% | +67.2% | +25.3% |
| All | +28.4% | -53.5% | +81.8% | +30.0% |
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