+126.7%
AMAT vs RCAT
+46.9%
+79.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +18.6% | -14.4% | +2.5% |
| 7D | -14.7% | -12.7% | -2.0% | -13.7% |
| 30D | -36.1% | -34.3% | -1.8% | -33.8% |
| 3M | -36.9% | -53.4% | +16.5% | -33.0% |
| 6M | -22.2% | -62.0% | +39.8% | -16.6% |
| YTD | +29.9% | -49.1% | +79.0% | +34.7% |
| 1Y | +43.3% | -53.1% | +96.4% | +48.7% |
| 3Y | +142.7% | +318.7% | -176.0% | +114.3% |
| All | +126.7% | +46.9% | +79.8% | +104.5% |
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