+762.9%
RCAT vs ACM
-21.7%
+784.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.4% | -3.7% | +2.3% | +1.1% |
| 30D | -3.3% | -11.1% | +7.8% | +3.3% |
| 3M | -43.2% | -8.0% | -35.2% | -41.4% |
| 6M | -43.2% | -29.7% | -13.5% | -25.8% |
| YTD | +5.5% | -29.4% | +34.9% | +35.9% |
| 1Y | -1.6% | -46.4% | +44.8% | +64.6% |
| All | +762.9% | -21.7% | +784.6% | +1,038.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling