+181.6%
APA vs RCAT
-100.0%
+281.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.2% |
| 7D | +0.5% | -1.4% | +2.0% | +0.5% |
| 30D | +23.4% | -3.3% | +26.7% | +23.4% |
| 3M | +12.7% | -43.2% | +55.9% | +12.9% |
| 6M | +39.4% | -43.2% | +82.6% | +39.5% |
| YTD | +79.0% | +5.5% | +73.4% | +78.7% |
| 1Y | +88.8% | -1.6% | +90.5% | +88.5% |
| 3Y | +6.4% | +773.7% | -767.3% | +5.2% |
| 5Y | +153.0% | +187.6% | -34.6% | +150.6% |
| 10Y | +7.5% | -98.5% | +106.0% | +3.8% |
| All | +181.6% | -100.0% | +281.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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