-19.7%
AMRZ vs RCAT
-69.1%
+49.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.9% | +11.5% | -2.8% |
| 7D | +2.5% | -32.6% | +35.1% | +4.1% |
| 30D | +14.4% | -46.3% | +60.7% | +17.3% |
| 3M | -19.2% | -60.7% | +41.5% | -16.0% |
| 6M | -19.7% | -67.4% | +47.6% | -16.5% |
| All | -19.7% | -69.1% | +49.4% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling