+95.0%
AMT vs RCAT
-98.4%
+193.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.2% | +5.4% | -5.6% | -0.2% |
| 30D | +1.8% | -5.6% | +7.4% | +1.9% |
| 3M | -6.2% | -30.2% | +24.0% | -6.1% |
| 6M | -5.0% | -43.4% | +38.4% | -4.9% |
| YTD | +2.1% | +9.6% | -7.6% | +1.9% |
| 1Y | -5.7% | -2.0% | -3.8% | -5.9% |
| 3Y | +7.9% | +825.0% | -817.1% | +6.8% |
| 5Y | -32.3% | +199.8% | -232.2% | -33.0% |
| 10Y | +95.0% | -98.4% | +193.4% | +95.9% |
| All | +95.0% | -98.4% | +193.4% | +95.9% |
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 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