-18.0%
AMT vs RCAT
+57.4%
-75.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | -0.2% |
| 7D | -2.2% | +15.6% | -17.7% | -2.3% |
| 30D | +5.8% | -24.1% | +29.9% | +6.0% |
| 3M | +12.6% | -61.9% | +74.4% | +13.6% |
| 6M | +8.3% | -64.3% | +72.6% | +9.3% |
| YTD | +11.4% | -50.4% | +61.8% | +11.3% |
| 1Y | +7.7% | -54.0% | +61.8% | +7.6% |
| 3Y | +14.8% | +347.2% | -332.4% | +0.2% |
| 5Y | -18.0% | +45.7% | -63.7% | -23.5% |
| All | -18.0% | +57.4% | -75.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling