+25.2%
RCAT vs AMBA
-72.1%
+97.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -9.4% | -5.4% | -12.1% |
| 7D | -32.6% | -14.6% | -18.0% | -29.1% |
| 30D | -46.3% | -18.8% | -27.5% | -42.7% |
| 3M | -60.7% | -32.6% | -28.1% | -55.9% |
| 6M | -67.4% | -25.8% | -41.5% | -65.3% |
| YTD | -57.1% | -22.1% | -34.9% | -55.3% |
| 1Y | -63.8% | -36.2% | -27.6% | -60.5% |
| 3Y | +268.1% | +10.0% | +258.1% | +255.9% |
| 5Y | +25.2% | -71.6% | +96.7% | +27.8% |
| All | +25.2% | -72.1% | +97.3% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling