+2,932.3%
AMAT vs RCAT
-100.0%
+3,032.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -14.8% | -3.3% | -11.4% | -14.8% |
| 3M | -9.3% | -43.2% | +33.9% | -9.1% |
| 6M | +27.4% | -43.2% | +70.6% | +27.6% |
| YTD | +77.6% | +5.5% | +72.0% | +77.4% |
| 1Y | +188.9% | -1.6% | +190.6% | +188.5% |
| 3Y | +202.3% | +773.7% | -571.4% | +198.9% |
| 5Y | +248.9% | +187.6% | +61.3% | +245.4% |
| 10Y | +1,585.2% | -98.5% | +1,683.7% | +1,503.3% |
| All | +2,932.3% | -100.0% | +3,032.3% | +2,354.6% |
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