+318.7%
RCAT vs ACM
-12.3%
+331.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | 0.0% | +18.6% | +18.6% |
| 7D | -12.7% | +5.4% | -18.1% | -16.0% |
| 30D | -34.3% | +15.1% | -49.4% | -40.6% |
| 3M | -53.4% | -10.5% | -42.9% | -50.4% |
| 6M | -62.0% | -19.7% | -42.3% | -55.9% |
| YTD | -49.1% | -28.8% | -20.2% | -33.9% |
| 1Y | -53.1% | -47.9% | -5.3% | -16.3% |
| 3Y | +318.7% | -12.4% | +331.0% | +438.2% |
| All | +318.7% | -12.3% | +331.0% | +438.2% |
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