+132.8%
AMAT vs RCAT
+270.1%
-137.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.9% | +1.3% | -12.1% |
| 7D | -24.3% | -32.6% | +8.3% | -21.4% |
| 30D | -39.8% | -46.3% | +6.5% | -36.3% |
| 3M | -40.2% | -60.7% | +20.5% | -35.2% |
| 6M | -22.1% | -67.4% | +45.2% | -14.9% |
| YTD | +24.7% | -57.1% | +81.7% | +32.0% |
| 1Y | +33.3% | -63.8% | +97.0% | +42.0% |
| All | +132.8% | +270.1% | -137.3% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling