+120.4%
AS vs RCAT
+1,166.3%
-1,045.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 6M | -20.1% | -43.2% | +23.1% | -18.4% |
| YTD | -20.9% | +5.5% | -26.5% | -23.3% |
| 1Y | -21.9% | -1.6% | -20.2% | -25.1% |
| All | +120.4% | +1,166.3% | -1,045.9% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling