+26.7%
ADM vs RCAT
-51.9%
+78.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | +0.1% | +7.2% | -7.1% | -0.2% |
| 30D | -11.8% | -20.4% | +8.6% | -11.2% |
| 3M | -11.3% | -59.8% | +48.5% | -8.2% |
| 6M | -10.0% | -61.9% | +51.8% | -7.3% |
| YTD | +25.9% | -45.9% | +71.8% | +26.8% |
| 1Y | +26.7% | -50.5% | +77.2% | +27.8% |
| All | +26.7% | -51.9% | +78.5% | +27.8% |
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