+180.9%
RCAT vs ACM
+5.0%
+175.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.4% | -3.7% | +2.3% | +0.7% |
| 30D | -3.3% | -11.1% | +7.8% | +1.8% |
| 3M | -43.2% | -8.0% | -35.2% | -41.7% |
| 6M | -43.2% | -29.7% | -13.5% | -30.8% |
| YTD | +5.5% | -29.4% | +34.9% | +27.8% |
| 1Y | -1.6% | -46.4% | +44.8% | +42.5% |
| 3Y | +773.7% | -22.3% | +796.0% | +974.9% |
| All | +180.9% | +5.0% | +175.9% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling