+20.8%
AMC vs RCAT
-56.7%
+77.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.7% | +0.9% |
| 7D | +2.6% | -12.7% | +15.4% | +3.1% |
| 30D | +9.0% | -34.3% | +43.3% | +10.8% |
| 3M | +22.2% | -53.4% | +75.6% | +25.4% |
| 6M | +91.5% | -62.0% | +153.4% | +100.1% |
| YTD | +101.3% | -49.1% | +150.3% | +100.5% |
| 1Y | +20.8% | -53.1% | +73.9% | +20.7% |
| All | +20.8% | -56.7% | +77.5% | +20.7% |
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 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