-2.6%
AMC vs RCAT
-2.3%
-0.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.4% |
| 30D | -0.7% | -3.3% | +2.6% | -0.9% |
| 3M | +35.2% | -43.2% | +78.4% | +38.5% |
| 6M | +124.6% | -43.2% | +167.8% | +129.1% |
| YTD | +69.9% | +5.5% | +64.3% | +68.6% |
| 1Y | -2.6% | -1.6% | -0.9% | -6.2% |
| All | -2.6% | -2.3% | -0.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling