-99.9%
RCAT vs AMBA
+807.9%
-907.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.7% | -8.6% | -9.8% |
| 7D | -18.5% | -8.1% | -10.5% | -16.6% |
| 30D | -37.0% | -10.8% | -26.2% | -34.9% |
| 3M | -54.9% | -25.9% | -28.9% | -51.2% |
| 6M | -63.6% | -13.9% | -49.8% | -63.1% |
| YTD | -49.6% | -14.0% | -35.6% | -49.0% |
| 1Y | -57.8% | -25.7% | -32.1% | -56.0% |
| 3Y | +332.4% | +21.5% | +311.0% | +294.4% |
| 5Y | +48.1% | -68.9% | +117.1% | +65.0% |
| 10Y | -99.6% | +5.2% | -104.8% | -99.7% |
| All | -99.9% | +807.9% | -907.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling