+182.3%
RCAT vs AMP
+120.7%
+61.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -5.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -18.7% | -1.0% | -17.7% | -18.1% |
| 3M | -29.3% | +23.2% | -52.5% | -40.7% |
| 6M | -42.3% | +20.4% | -62.7% | -50.8% |
| YTD | +2.5% | +13.6% | -11.1% | -8.7% |
| 1Y | -5.7% | +13.4% | -19.0% | -14.8% |
| 3Y | +764.9% | +66.5% | +698.4% | +549.4% |
| 5Y | +182.3% | +120.2% | +62.1% | +49.1% |
| All | +182.3% | +120.7% | +61.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling