+180.9%
RCAT vs AMBA
-54.5%
+235.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.4% | -11.0% | +9.5% | +1.8% |
| 30D | -3.3% | -23.2% | +19.8% | +4.0% |
| 3M | -43.2% | -12.7% | -30.5% | -41.7% |
| 6M | -43.2% | +11.2% | -54.4% | -46.3% |
| YTD | +5.5% | -11.2% | +16.8% | +5.7% |
| 1Y | -1.6% | -22.5% | +20.9% | +1.7% |
| 3Y | +773.7% | -1.3% | +775.0% | +732.7% |
| All | +180.9% | -54.5% | +235.4% | +193.1% |
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