-12.6%
AMRZ vs RCAT
-56.5%
+43.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | -1.4% |
| 7D | +0.2% | -5.6% | +5.8% | +0.4% |
| 30D | +16.2% | -27.0% | +43.2% | +18.0% |
| 3M | -8.9% | -57.9% | +49.0% | -4.6% |
| 6M | -20.1% | -59.4% | +39.3% | -16.9% |
| YTD | -21.3% | -46.9% | +25.6% | -22.1% |
| 1Y | -12.6% | -54.0% | +41.4% | -13.0% |
| All | -12.6% | -56.5% | +43.8% | -13.0% |
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