-99.6%
RCAT vs ACM
+147.1%
-246.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.2% | +6.2% | +8.6% |
| 7D | +1.1% | +6.9% | -5.8% | -2.3% |
| 30D | -22.0% | +19.1% | -41.1% | -28.9% |
| 3M | -51.1% | -6.9% | -44.2% | -50.0% |
| 6M | -56.6% | -12.0% | -44.6% | -54.8% |
| YTD | -43.3% | -25.1% | -18.1% | -35.0% |
| 1Y | -51.5% | -45.4% | -6.1% | -33.9% |
| 3Y | +411.4% | -6.9% | +418.3% | +443.9% |
| 5Y | +74.4% | +3.7% | +70.7% | +70.7% |
| 10Y | -99.6% | +135.8% | -235.4% | -99.8% |
| All | -99.6% | +147.1% | -246.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling