+296.4%
ARM vs RCAT
+790.4%
-494.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.2% |
| 7D | +5.5% | -1.4% | +6.9% | +5.6% |
| 30D | -8.2% | -3.3% | -4.8% | -8.0% |
| 3M | -35.9% | -43.2% | +7.3% | -31.8% |
| 6M | +103.1% | -43.2% | +146.3% | +112.6% |
| YTD | +130.6% | +5.5% | +125.1% | +124.4% |
| 1Y | +86.1% | -1.6% | +87.7% | +80.5% |
| All | +296.4% | +790.4% | -494.0% | +192.2% |
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 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