-100.0%
RCAT vs ALM
+3,507.4%
-3,607.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.1% | +16.5% | +18.5% |
| 7D | -12.7% | -6.7% | -6.1% | -12.2% |
| 30D | -34.3% | -32.9% | -1.4% | -32.3% |
| 3M | -53.4% | -39.5% | -13.9% | -51.8% |
| 6M | -62.0% | -62.0% | 0.0% | -59.2% |
| YTD | -49.1% | -7.8% | -41.2% | -48.7% |
| 1Y | -53.1% | +26.7% | -79.8% | -53.9% |
| 3Y | +318.7% | +825.4% | -506.7% | +249.5% |
| 5Y | +48.5% | +401.2% | -352.7% | +25.3% |
| 10Y | -99.6% | +2,074.0% | -2,173.7% | -99.7% |
| All | -100.0% | +3,507.4% | -3,607.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 all: compounded portfolio wealth divided by compounded ALM 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…
all analysis · Full analysis span regression · 6 months rolling