+90.4%
AMGN vs RCAT
+373.0%
-282.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +0.9% | -5.6% | +6.5% | +0.8% |
| 30D | +12.1% | -27.0% | +39.2% | +12.0% |
| 3M | +12.2% | -57.9% | +70.1% | +11.9% |
| 6M | +42.1% | -59.4% | +101.5% | +41.8% |
| YTD | +45.0% | -46.9% | +92.0% | +44.5% |
| 1Y | +47.7% | -54.0% | +101.8% | +47.2% |
| 3Y | +90.4% | +378.4% | -288.0% | +93.4% |
| All | +90.4% | +373.0% | -282.6% | +93.4% |
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