-54.0%
RCAT vs AMBA
-34.6%
-19.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.4% | -5.5% |
| 7D | -5.6% | -2.6% | -3.0% | -3.8% |
| 30D | -27.0% | -10.5% | -16.6% | -22.9% |
| 3M | -57.9% | -26.4% | -31.5% | -52.1% |
| 6M | -59.4% | -20.9% | -38.5% | -58.0% |
| YTD | -46.9% | -14.8% | -32.1% | -48.7% |
| 1Y | -54.0% | -36.1% | -18.0% | -51.0% |
| All | -54.0% | -34.6% | -19.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling