+199.0%
AMD vs RCAT
+46.9%
+152.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +18.6% | -7.6% | +8.9% |
| 7D | -11.0% | -12.7% | +1.7% | -9.6% |
| 30D | -30.5% | -34.3% | +3.8% | -27.2% |
| 3M | -8.2% | -53.4% | +45.2% | -0.7% |
| 6M | +6.6% | -62.0% | +68.5% | +16.8% |
| YTD | +109.7% | -49.1% | +158.7% | +121.9% |
| 1Y | +88.9% | -53.1% | +142.0% | +100.4% |
| 3Y | +301.8% | +318.7% | -16.8% | +271.8% |
| All | +199.0% | +46.9% | +152.1% | +210.0% |
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