+40.7%
AMC vs RCAT
-56.5%
+97.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +2.2% |
| 7D | +5.5% | -5.6% | +11.1% | +5.5% |
| 30D | +16.1% | -27.0% | +43.1% | +17.5% |
| 3M | +43.0% | -57.9% | +100.9% | +48.1% |
| 6M | +130.7% | -59.4% | +190.1% | +141.0% |
| YTD | +121.8% | -46.9% | +168.7% | +117.6% |
| 1Y | +40.7% | -54.0% | +94.7% | +41.5% |
| All | +40.7% | -56.5% | +97.1% | +41.5% |
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 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