-99.9%
RCAT vs AMP
+2,123.7%
-2,223.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -3.3% | -0.1% | -3.3% | -3.3% |
| 3M | -43.2% | +23.6% | -66.8% | -44.5% |
| 6M | -43.2% | +20.4% | -63.5% | -44.3% |
| YTD | +5.5% | +15.4% | -9.9% | +3.9% |
| 1Y | -1.6% | +11.0% | -12.6% | -2.6% |
| 3Y | +773.7% | +70.5% | +703.2% | +749.1% |
| 5Y | +187.6% | +121.4% | +66.2% | +176.6% |
| 10Y | -98.5% | +575.6% | -674.0% | -98.5% |
| All | -99.9% | +2,123.7% | -2,223.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling