+825.0%
RCAT vs AMP
+70.1%
+754.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.6% |
| 7D | +5.4% | +2.6% | +2.8% | +2.7% |
| 30D | -5.6% | +0.8% | -6.4% | -6.4% |
| 3M | -30.2% | +24.3% | -54.5% | -45.1% |
| 6M | -43.4% | +20.6% | -63.9% | -54.2% |
| YTD | +9.6% | +14.6% | -5.0% | -7.1% |
| 1Y | -2.0% | +14.5% | -16.5% | -15.6% |
| 3Y | +825.0% | +67.9% | +757.1% | +661.3% |
| All | +825.0% | +70.1% | +754.9% | +661.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling