-12.3%
AMRZ vs RCAT
-59.1%
+46.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.3% | +15.5% | +5.8% |
| 7D | +10.3% | -18.5% | +28.8% | +11.5% |
| 30D | +18.7% | -37.0% | +55.6% | +21.8% |
| 3M | -14.6% | -54.9% | +40.2% | -10.8% |
| 6M | -12.9% | -63.6% | +50.8% | -8.7% |
| YTD | -17.4% | -49.6% | +32.2% | -18.1% |
| 1Y | -12.3% | -57.8% | +45.5% | -11.9% |
| All | -12.3% | -59.1% | +46.8% | -11.9% |
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