+25.4%
ADM vs RCAT
+41.8%
-16.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.2% | +2.8% |
| 7D | +4.2% | -5.9% | +10.1% | +4.3% |
| 30D | -12.8% | -19.7% | +6.8% | -12.6% |
| 3M | -8.5% | -62.9% | +54.4% | -6.7% |
| 6M | -10.9% | -59.6% | +48.7% | -9.7% |
| YTD | +29.4% | -52.1% | +81.5% | +30.5% |
| 1Y | +27.5% | -50.9% | +78.4% | +28.4% |
| 3Y | +10.3% | +333.8% | -323.5% | +2.2% |
| All | +25.4% | +41.8% | -16.4% | +20.7% |
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