+65.8%
AMGN vs RCAT
+796.4%
-730.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.9% | -14.0% | -10.1% |
| 7D | -10.3% | +5.4% | -15.7% | -10.3% |
| 30D | -3.8% | -5.6% | +1.8% | -3.8% |
| 3M | +14.4% | -30.2% | +44.6% | +14.4% |
| 6M | +7.8% | -43.4% | +51.2% | +7.8% |
| YTD | +22.6% | +9.6% | +12.9% | +22.2% |
| 1Y | +44.2% | -2.0% | +46.2% | +43.8% |
| 3Y | +65.8% | +825.0% | -759.2% | +70.4% |
| All | +65.8% | +796.4% | -730.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling