-14.7%
AMRZ vs RCAT
-56.7%
+42.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -2.8% |
| 7D | +1.2% | -12.7% | +13.9% | +1.8% |
| 30D | +15.1% | -34.3% | +49.4% | +17.6% |
| 3M | -18.1% | -53.4% | +35.3% | -14.7% |
| 6M | -23.5% | -62.0% | +38.5% | -20.1% |
| YTD | -21.6% | -49.1% | +27.4% | -22.1% |
| 1Y | -14.7% | -53.1% | +38.4% | -15.2% |
| All | -14.7% | -56.7% | +42.0% | -15.2% |
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 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