+26.8%
AME vs RCAT
+1.5%
+25.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | +2.8% | +5.4% | -2.6% | +2.5% |
| 30D | -6.3% | -5.6% | -0.7% | -6.1% |
| 3M | +5.4% | -30.2% | +35.6% | +6.4% |
| 6M | +7.4% | -43.4% | +50.8% | +8.5% |
| YTD | +16.2% | +9.6% | +6.5% | +14.1% |
| 1Y | +26.8% | -2.0% | +28.8% | +24.1% |
| All | +26.8% | +1.5% | +25.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling