+817.8%
ADM vs RCAT
-100.0%
+917.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | +0.1% | +7.2% | -7.1% | +0.1% |
| 30D | -11.8% | -20.4% | +8.6% | -11.8% |
| 3M | -11.3% | -59.8% | +48.5% | -11.2% |
| 6M | -10.0% | -61.9% | +51.8% | -9.9% |
| YTD | +25.9% | -45.9% | +71.8% | +26.0% |
| 1Y | +26.7% | -50.5% | +77.2% | +26.7% |
| 3Y | +8.1% | +387.5% | -379.4% | +7.5% |
| 5Y | +23.5% | +70.9% | -47.4% | +22.8% |
| 10Y | +128.2% | -99.7% | +227.9% | +122.0% |
| All | +817.8% | -100.0% | +917.8% | +730.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling