-63.6%
RCAT vs AMBA
-15.4%
-48.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.7% | -8.6% | -9.7% |
| 7D | -18.5% | -8.1% | -10.5% | -16.0% |
| 30D | -37.0% | -10.8% | -26.2% | -34.4% |
| 3M | -54.9% | -25.9% | -28.9% | -50.2% |
| 6M | -63.6% | -13.9% | -49.8% | -62.3% |
| All | -63.6% | -15.4% | -48.2% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling