+100.2%
AMCR vs RCAT
-99.9%
+200.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | -4.1% | -3.3% | -0.7% | -4.1% |
| 3M | +21.7% | -43.2% | +64.9% | +21.8% |
| 6M | +1.5% | -43.2% | +44.7% | +1.6% |
| YTD | +13.1% | +5.5% | +7.6% | +13.0% |
| 1Y | +13.0% | -1.6% | +14.6% | +12.8% |
| 3Y | +6.9% | +773.7% | -766.8% | +6.1% |
| 5Y | -10.5% | +187.6% | -198.1% | -11.1% |
| 10Y | +20.9% | -98.5% | +119.3% | +18.4% |
| All | +100.2% | -99.9% | +200.2% | +94.4% |
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