-8.7%
AMCR vs RCAT
+184.3%
-192.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.6% |
| 7D | -6.3% | -2.3% | -4.0% | -6.2% |
| 30D | -7.1% | -18.7% | +11.6% | -6.7% |
| 3M | +12.7% | -29.3% | +41.9% | +13.5% |
| 6M | +5.2% | -42.3% | +47.5% | +6.0% |
| YTD | +8.1% | +2.5% | +5.5% | +7.0% |
| 1Y | +11.7% | -5.7% | +17.4% | +10.1% |
| 3Y | +9.9% | +764.9% | -755.0% | -1.0% |
| 5Y | -8.7% | +182.3% | -191.0% | -16.7% |
| All | -8.7% | +184.3% | -192.9% | -16.7% |
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 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