-16.6%
AMRZ vs RCAT
-32.8%
+16.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +1.7% |
| 7D | -1.1% | +1.1% | -2.3% | -1.4% |
| 30D | +18.3% | -22.0% | +40.3% | +19.5% |
| 3M | -8.0% | -51.1% | +43.2% | -4.8% |
| 6M | -18.7% | -56.6% | +37.9% | -16.1% |
| YTD | -19.8% | -43.3% | +23.4% | -19.5% |
| 1Y | -12.3% | -51.5% | +39.2% | -11.8% |
| All | -16.6% | -32.8% | +16.2% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling