+337.5%
AMD vs RCAT
+183.7%
+153.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +4.9% |
| 7D | +2.6% | -1.4% | +4.0% | +2.7% |
| 30D | -0.9% | -3.3% | +2.4% | -0.7% |
| 3M | -8.7% | -43.2% | +34.5% | -4.2% |
| 6M | +136.3% | -43.2% | +179.5% | +144.7% |
| YTD | +123.0% | +5.5% | +117.4% | +118.9% |
| 1Y | +195.2% | -1.6% | +196.8% | +189.2% |
| 3Y | +336.3% | +773.7% | -437.4% | +273.1% |
| All | +337.5% | +183.7% | +153.8% | +286.2% |
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