+261.9%
AMD vs RCAT
+270.1%
-8.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.9% | -2.4% | -15.5% |
| 7D | -28.6% | -32.6% | +4.0% | -25.2% |
| 30D | -37.7% | -46.3% | +8.6% | -33.3% |
| 3M | -16.1% | -60.7% | +44.6% | -7.4% |
| 6M | +13.8% | -67.4% | +81.2% | +27.1% |
| YTD | +88.8% | -57.1% | +145.9% | +105.1% |
| 1Y | +57.8% | -63.8% | +121.5% | +72.4% |
| All | +261.9% | +270.1% | -8.2% | +362.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling