+2,028.9%
AMAT vs RCAT
-100.0%
+2,128.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.9% | +1.3% | -13.5% |
| 7D | -24.3% | -32.6% | +8.3% | -24.2% |
| 30D | -39.8% | -46.3% | +6.5% | -39.6% |
| 3M | -40.2% | -60.7% | +20.5% | -40.0% |
| 6M | -22.1% | -67.4% | +45.2% | -21.8% |
| YTD | +24.7% | -57.1% | +81.7% | +25.0% |
| 1Y | +33.3% | -63.8% | +97.0% | +33.6% |
| 3Y | +133.9% | +268.1% | -134.2% | +132.1% |
| 5Y | +117.1% | +25.2% | +91.9% | +115.7% |
| 10Y | +1,158.7% | -99.7% | +1,258.3% | +1,103.5% |
| All | +2,028.9% | -100.0% | +2,128.9% | +1,629.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling