+18.6%
AMCR vs RCAT
-99.8%
+118.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | -2.4% | -5.9% | +3.6% | -2.4% |
| 30D | +3.6% | -19.7% | +23.3% | +3.7% |
| 3M | -4.2% | -62.9% | +58.6% | -3.9% |
| 6M | +15.5% | -59.6% | +75.1% | +15.8% |
| YTD | +9.7% | -52.1% | +61.8% | +9.9% |
| 1Y | +8.3% | -50.9% | +59.2% | +8.4% |
| 3Y | +15.4% | +333.8% | -318.4% | +14.3% |
| 5Y | -9.1% | +40.7% | -49.9% | -9.8% |
| All | +18.6% | -99.8% | +118.4% | +21.6% |
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