+17.2%
ARM vs RCAT
-56.5%
+73.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.9% | -0.9% |
| 7D | -10.4% | -5.6% | -4.8% | -9.3% |
| 30D | -31.8% | -27.0% | -4.8% | -26.7% |
| 3M | -32.2% | -57.9% | +25.7% | -18.0% |
| 6M | -14.9% | -59.4% | +44.5% | +2.9% |
| YTD | +66.0% | -46.9% | +112.9% | +83.3% |
| 1Y | +17.2% | -54.0% | +71.3% | +31.2% |
| All | +17.2% | -56.5% | +73.7% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling