+133.5%
AMT vs RCAT
-99.7%
+233.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -2.4% | +7.2% | -9.6% | -2.4% |
| 30D | +4.2% | -20.4% | +24.6% | +4.2% |
| 3M | +13.4% | -59.8% | +73.2% | +13.6% |
| 6M | +9.4% | -61.9% | +71.3% | +9.5% |
| YTD | +11.7% | -45.9% | +57.6% | +11.7% |
| 1Y | +7.1% | -50.5% | +57.7% | +7.2% |
| 3Y | +15.1% | +387.5% | -372.4% | +14.1% |
| 5Y | -17.9% | +70.9% | -88.8% | -18.5% |
| 10Y | +133.5% | -99.7% | +233.3% | +137.2% |
| All | +133.5% | -99.7% | +233.3% | +137.2% |
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 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