-57.8%
RCAT vs AMP
+18.6%
-76.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.5% | -14.8% | -12.4% |
| 7D | -18.5% | +7.7% | -26.2% | -21.7% |
| 30D | -37.0% | +6.6% | -43.5% | -39.2% |
| 3M | -54.9% | -4.7% | -50.1% | -53.3% |
| 6M | -63.6% | +12.9% | -76.5% | -66.4% |
| YTD | -49.6% | +8.6% | -58.2% | -53.3% |
| 1Y | -57.8% | +18.2% | -76.0% | -66.0% |
| All | -57.8% | +18.6% | -76.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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