-100.0%
RCAT vs ALM
+3,516.3%
-3,616.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.2% | +0.8% | -5.9% |
| 7D | -5.6% | -6.3% | +0.7% | -5.0% |
| 30D | -27.0% | -31.4% | +4.4% | -24.9% |
| 3M | -57.9% | -40.6% | -17.3% | -56.3% |
| 6M | -59.4% | -58.6% | -0.8% | -56.7% |
| YTD | -46.9% | -7.6% | -39.3% | -46.5% |
| 1Y | -54.0% | +13.8% | -67.9% | -54.4% |
| 3Y | +378.4% | +842.1% | -463.7% | +299.1% |
| 5Y | +61.9% | +407.4% | -345.5% | +36.6% |
| 10Y | -99.6% | +2,079.4% | -2,179.0% | -99.7% |
| All | -100.0% | +3,516.3% | -3,616.3% | -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