-100.0%
RCAT vs AMP
+1,967.6%
-2,067.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | -5.9% | +3.9% | -9.9% | -6.3% |
| 30D | -19.7% | +5.1% | -24.8% | -20.1% |
| 3M | -62.9% | -8.7% | -54.2% | -62.5% |
| 6M | -59.6% | +11.4% | -71.0% | -60.1% |
| YTD | -52.1% | +7.3% | -59.4% | -52.5% |
| 1Y | -50.9% | +14.6% | -65.5% | -51.6% |
| 3Y | +333.8% | +61.2% | +272.6% | +324.5% |
| 5Y | +40.7% | +81.0% | -40.3% | +36.7% |
| 10Y | -99.8% | +468.0% | -567.8% | -99.8% |
| All | -100.0% | +1,967.6% | -2,067.6% | -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