+438.3%
AME vs RCAT
-99.8%
+538.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.8% | +0.6% |
| 7D | +8.1% | +15.6% | -7.5% | +8.0% |
| 30D | -3.8% | -24.1% | +20.3% | -3.7% |
| 3M | -6.6% | -61.9% | +55.2% | -6.2% |
| 6M | +4.6% | -64.3% | +68.9% | +5.0% |
| YTD | +17.9% | -50.4% | +68.3% | +18.1% |
| 1Y | +23.2% | -54.0% | +77.3% | +23.4% |
| 3Y | +62.9% | +347.2% | -284.2% | +61.3% |
| 5Y | +77.5% | +45.7% | +31.8% | +76.0% |
| All | +438.3% | -99.8% | +538.1% | +451.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling