-21.9%
AS vs RCAT
-2.3%
-19.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.7% |
| 7D | -4.9% | -1.4% | -3.5% | -4.8% |
| 30D | -19.6% | -3.3% | -16.3% | -19.6% |
| 3M | -14.4% | -43.2% | +28.8% | -12.2% |
| 6M | -20.1% | -43.2% | +23.1% | -18.6% |
| YTD | -20.9% | +5.5% | -26.5% | -21.3% |
| 1Y | -21.9% | -1.6% | -20.2% | -20.9% |
| All | -21.9% | -2.3% | -19.5% | -20.9% |
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