-98.7%
AMC vs RCAT
-99.6%
+0.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.4% | -3.1% | +8.3% |
| 7D | +6.6% | +1.1% | +5.5% | +6.6% |
| 30D | +14.1% | -22.0% | +36.1% | +14.0% |
| 3M | +31.3% | -51.1% | +82.4% | +31.0% |
| 6M | +126.7% | -56.6% | +183.3% | +126.2% |
| YTD | +117.9% | -43.3% | +161.2% | +117.9% |
| 1Y | +41.1% | -51.5% | +92.6% | +41.0% |
| 3Y | -61.0% | +411.4% | -472.3% | -60.1% |
| 5Y | -99.1% | +74.4% | -173.6% | -99.1% |
| 10Y | -98.7% | -99.6% | +0.9% | -98.5% |
| All | -98.7% | -99.6% | +0.9% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling