-9.1%
AMCR vs RCAT
+57.4%
-66.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +6.9% | -1.1% |
| 7D | -4.5% | +15.6% | -20.0% | -4.9% |
| 30D | +4.9% | -24.1% | +29.0% | +5.5% |
| 3M | -4.6% | -61.9% | +57.3% | -2.2% |
| 6M | +15.2% | -64.3% | +79.5% | +17.6% |
| YTD | +9.7% | -50.4% | +60.1% | +10.6% |
| 1Y | +10.5% | -54.0% | +64.5% | +11.3% |
| 3Y | +13.8% | +347.2% | -333.3% | +3.4% |
| 5Y | -9.1% | +45.7% | -54.9% | -14.8% |
| All | -9.1% | +57.4% | -66.5% | -14.8% |
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