-53.4%
RCAT vs ACM
-10.1%
-43.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | 0.0% | +18.6% | +18.7% |
| 7D | -12.7% | +5.4% | -18.1% | -11.8% |
| 30D | -34.3% | +15.1% | -49.4% | -32.4% |
| 3M | -53.4% | -10.5% | -42.9% | -55.6% |
| All | -53.4% | -10.1% | -43.3% | -55.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling