-100.0%
RCAT vs AMP
+1,943.9%
-2,043.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -8.1% |
| 7D | +15.6% | +1.2% | +14.4% | +15.4% |
| 30D | -24.1% | +4.4% | -28.5% | -24.5% |
| 3M | -61.9% | -8.8% | -53.0% | -61.5% |
| 6M | -64.3% | +9.9% | -74.3% | -64.7% |
| YTD | -50.4% | +6.1% | -56.5% | -50.7% |
| 1Y | -54.0% | +10.6% | -64.6% | -54.5% |
| 3Y | +347.2% | +58.8% | +288.4% | +338.2% |
| 5Y | +45.7% | +79.0% | -33.2% | +41.7% |
| 10Y | -99.7% | +461.5% | -561.2% | -99.8% |
| All | -100.0% | +1,943.9% | -2,043.9% | -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