-98.5%
RCAT vs AMP
+584.2%
-682.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -5.4% | -2.0% | -3.3% | -4.1% |
| 30D | -24.2% | -1.7% | -22.5% | -23.4% |
| 3M | -25.8% | +23.2% | -49.1% | -35.8% |
| 6M | -44.9% | +22.2% | -67.1% | -52.1% |
| YTD | +1.9% | +14.0% | -12.1% | -7.4% |
| 1Y | -5.2% | +14.0% | -19.2% | -12.9% |
| 3Y | +759.6% | +67.0% | +692.6% | +551.0% |
| 5Y | +187.5% | +123.2% | +64.3% | +79.8% |
| All | -98.5% | +584.2% | -682.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling