+21.2%
AWK vs RCAT
-60.9%
+82.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | 0.0% |
| 7D | +4.1% | -12.7% | +16.8% | +3.4% |
| 30D | +18.0% | -34.3% | +52.3% | +15.4% |
| 3M | +12.2% | -53.4% | +65.6% | +7.7% |
| 6M | +21.2% | -62.0% | +83.2% | +15.3% |
| All | +21.2% | -60.9% | +82.2% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling