+752.5%
AZN vs RCAT
-100.0%
+852.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -1.5% | +5.4% | -6.9% | -1.5% |
| 30D | -0.9% | -5.6% | +4.7% | -0.9% |
| 3M | -11.8% | -30.2% | +18.4% | -11.9% |
| 6M | -17.6% | -43.4% | +25.8% | -17.6% |
| YTD | -12.0% | +9.6% | -21.7% | -12.0% |
| 1Y | -0.9% | -2.0% | +1.1% | -0.8% |
| 3Y | +23.7% | +825.0% | -801.3% | +24.1% |
| 5Y | +54.5% | +199.8% | -145.3% | +55.0% |
| 10Y | +218.2% | -98.4% | +316.6% | +227.3% |
| All | +752.5% | -100.0% | +852.5% | +909.0% |
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 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