+2,630.6%
AMD vs RCAT
-100.0%
+2,730.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.3% | +11.3% | +1.1% |
| 7D | -15.5% | -18.5% | +3.0% | -15.4% |
| 30D | -22.6% | -37.0% | +14.3% | -22.4% |
| 3M | -5.7% | -54.9% | +49.1% | -5.3% |
| 6M | +43.1% | -63.6% | +106.7% | +43.9% |
| YTD | +128.2% | -49.6% | +177.8% | +129.0% |
| 1Y | +95.5% | -57.8% | +153.3% | +96.2% |
| 3Y | +335.4% | +332.4% | +3.0% | +329.7% |
| 5Y | +255.5% | +48.1% | +207.3% | +251.7% |
| 10Y | +7,350.9% | -99.6% | +7,450.5% | +6,809.5% |
| All | +2,630.6% | -100.0% | +2,730.6% | +1,960.7% |
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 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