+203.0%
AMAT vs RCAT
+762.9%
-559.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | -14.8% | -3.3% | -11.4% | -14.8% |
| 3M | -9.3% | -43.2% | +33.9% | -5.8% |
| 6M | +27.4% | -43.2% | +70.6% | +30.7% |
| YTD | +77.6% | +5.5% | +72.0% | +73.6% |
| 1Y | +188.9% | -1.6% | +190.6% | +180.8% |
| All | +203.0% | +762.9% | -559.8% | +180.4% |
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 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