+112.0%
AMGN vs RCAT
+184.3%
-72.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | -11.6% | -2.3% | -9.4% | -11.6% |
| 30D | -5.7% | -18.7% | +13.0% | -5.6% |
| 3M | +14.2% | -29.3% | +43.5% | +14.4% |
| 6M | +5.2% | -42.3% | +47.5% | +5.4% |
| YTD | +22.0% | +2.5% | +19.5% | +21.3% |
| 1Y | +43.6% | -5.7% | +49.3% | +42.7% |
| 3Y | +65.0% | +764.9% | -699.9% | +56.5% |
| 5Y | +112.0% | +182.3% | -70.2% | +102.2% |
| All | +112.0% | +184.3% | -72.2% | +102.2% |
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