+16.5%
AMCR vs RCAT
-98.5%
+115.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -5.0% | -5.4% | +0.4% | -4.9% |
| 30D | -8.0% | -24.2% | +16.2% | -7.9% |
| 3M | +14.3% | -25.8% | +40.1% | +14.4% |
| 6M | +5.3% | -44.9% | +50.3% | +5.5% |
| YTD | +7.7% | +1.9% | +5.8% | +7.6% |
| 1Y | +10.8% | -5.2% | +16.0% | +10.7% |
| 3Y | +9.6% | +759.6% | -750.0% | +8.4% |
| 5Y | -10.2% | +187.5% | -197.7% | -11.1% |
| All | +16.5% | -98.5% | +115.0% | +15.6% |
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