-22.1%
AMAT vs RCAT
-69.1%
+47.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.9% | +1.3% | -9.1% |
| 7D | -24.3% | -32.6% | +8.3% | -15.2% |
| 30D | -39.8% | -46.3% | +6.5% | -28.8% |
| 3M | -40.2% | -60.7% | +20.5% | -25.0% |
| 6M | -22.1% | -67.4% | +45.2% | +2.2% |
| All | -22.1% | -69.1% | +47.0% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling