+61.4%
AMAT vs RCAT
-59.1%
+120.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.3% | +7.0% | -1.4% |
| 7D | -11.2% | -18.5% | +7.3% | -7.9% |
| 30D | -31.9% | -37.0% | +5.1% | -26.4% |
| 3M | -32.3% | -54.9% | +22.5% | -23.6% |
| 6M | -5.4% | -63.6% | +58.2% | +8.5% |
| YTD | +44.3% | -49.6% | +93.8% | +53.9% |
| 1Y | +61.4% | -57.8% | +119.2% | +75.3% |
| All | +61.4% | -59.1% | +120.5% | +75.3% |
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