+134.9%
AS vs RCAT
+511.2%
-376.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.2% | -0.7% |
| 7D | +6.9% | -12.7% | +19.7% | +7.6% |
| 30D | +16.0% | -34.3% | +50.3% | +18.7% |
| 3M | -12.8% | -53.4% | +40.6% | -9.0% |
| 6M | -15.4% | -62.0% | +46.6% | -11.4% |
| YTD | -15.7% | -49.1% | +33.3% | -14.7% |
| 1Y | +6.1% | -53.1% | +59.2% | +7.5% |
| All | +134.9% | +511.2% | -376.3% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling