+35.1%
APD vs RCAT
-59.1%
+94.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.3% | +12.2% | +1.8% |
| 7D | +3.8% | -18.5% | +22.3% | +3.6% |
| 30D | +14.1% | -37.0% | +51.1% | +13.6% |
| 3M | +8.2% | -54.9% | +63.1% | +7.5% |
| 6M | +7.5% | -63.6% | +71.2% | +6.8% |
| YTD | +31.7% | -49.6% | +81.2% | +31.8% |
| 1Y | +35.1% | -57.8% | +92.9% | +35.1% |
| All | +35.1% | -59.1% | +94.2% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling