-20.3%
AMT vs RCAT
+46.9%
-67.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.6% | -21.3% | -2.8% |
| 7D | +0.5% | -12.7% | +13.3% | +0.6% |
| 30D | +13.6% | -34.3% | +47.9% | +14.0% |
| 3M | +11.5% | -53.4% | +64.9% | +12.3% |
| 6M | +6.9% | -62.0% | +68.9% | +7.8% |
| YTD | +10.8% | -49.1% | +59.9% | +10.7% |
| 1Y | +10.3% | -53.1% | +63.5% | +10.2% |
| 3Y | +12.4% | +318.7% | -306.2% | -1.4% |
| All | -20.3% | +46.9% | -67.2% | -26.5% |
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