+69.5%
AME vs RCAT
+46.9%
+22.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.1% | +1.8% |
| 7D | -5.2% | -12.7% | +7.6% | -4.7% |
| 30D | -8.0% | -34.3% | +26.3% | -6.7% |
| 3M | -8.9% | -53.4% | +44.5% | -6.6% |
| 6M | -5.0% | -62.0% | +57.0% | -2.4% |
| YTD | +11.9% | -49.1% | +60.9% | +13.0% |
| 1Y | +16.6% | -53.1% | +69.8% | +17.8% |
| 3Y | +62.5% | +318.7% | -256.2% | +48.4% |
| All | +69.5% | +46.9% | +22.6% | +62.6% |
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