-97.7%
AMC vs RCAT
-100.0%
+2.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.9% | +2.4% | -12.5% |
| 7D | 0.0% | -32.6% | +32.6% | 0.0% |
| 30D | +4.4% | -46.3% | +50.7% | +4.3% |
| 3M | +15.4% | -60.7% | +76.0% | +15.2% |
| 6M | +93.7% | -67.4% | +161.1% | +93.5% |
| YTD | +97.4% | -57.1% | +154.5% | +97.4% |
| 1Y | +23.2% | -63.8% | +87.0% | +23.2% |
| 3Y | -71.3% | +268.1% | -339.4% | -70.9% |
| 5Y | -99.3% | +25.2% | -124.4% | -99.3% |
| 10Y | -98.7% | -99.7% | +1.0% | -98.7% |
| All | -97.7% | -100.0% | +2.2% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling