+3,413.2%
AMT vs RCAT
-100.0%
+3,513.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +4.6% | -3.3% | +8.0% | +4.6% |
| 3M | -8.4% | -43.2% | +34.8% | -8.4% |
| 6M | -6.0% | -43.2% | +37.2% | -6.0% |
| YTD | +2.1% | +5.5% | -3.4% | +2.1% |
| 1Y | -6.4% | -1.6% | -4.7% | -6.4% |
| 3Y | +8.1% | +773.7% | -765.6% | +7.6% |
| 5Y | -31.9% | +187.6% | -219.6% | -32.2% |
| 10Y | +97.1% | -98.5% | +195.6% | +94.3% |
| All | +3,413.2% | -100.0% | +3,513.2% | +2,790.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling