-53.1%
RCAT vs AMBA
-32.7%
-20.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +6.1% | +12.5% | +15.9% |
| 7D | -12.7% | -7.2% | -5.5% | -9.3% |
| 30D | -34.3% | -10.4% | -23.9% | -30.8% |
| 3M | -53.4% | -30.1% | -23.3% | -46.1% |
| 6M | -62.0% | -22.4% | -39.5% | -60.4% |
| YTD | -49.1% | -17.3% | -31.7% | -50.0% |
| 1Y | -53.1% | -35.4% | -17.7% | -50.7% |
| All | -53.1% | -32.7% | -20.4% | -50.7% |
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