+45.7%
RCAT vs AMP
+80.5%
-34.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -7.3% |
| 7D | +15.6% | +1.2% | +14.4% | +14.7% |
| 30D | -24.1% | +4.4% | -28.5% | -26.7% |
| 3M | -61.9% | -8.8% | -53.0% | -59.3% |
| 6M | -64.3% | +9.9% | -74.3% | -67.4% |
| YTD | -50.4% | +6.1% | -56.5% | -53.5% |
| 1Y | -54.0% | +10.6% | -64.6% | -58.1% |
| 3Y | +347.2% | +58.8% | +288.4% | +257.4% |
| 5Y | +45.7% | +79.0% | -33.2% | +6.8% |
| All | +45.7% | +80.5% | -34.7% | +6.8% |
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