-99.3%
AMC vs RCAT
+46.9%
-146.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.6% | -16.7% | +0.1% |
| 7D | +2.6% | -12.7% | +15.4% | +3.7% |
| 30D | +9.0% | -34.3% | +43.3% | +13.1% |
| 3M | +22.2% | -53.4% | +75.6% | +30.3% |
| 6M | +91.5% | -62.0% | +153.4% | +105.7% |
| YTD | +101.3% | -49.1% | +150.3% | +103.8% |
| 1Y | +20.8% | -53.1% | +73.9% | +22.5% |
| 3Y | -71.3% | +318.7% | -390.0% | -82.0% |
| All | -99.3% | +46.9% | -146.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling