+164.3%
APD vs RCAT
-98.5%
+262.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | +2.1% | -3.3% | +5.4% | +2.1% |
| 3M | +7.2% | -43.2% | +50.4% | +7.4% |
| 6M | +11.2% | -43.2% | +54.4% | +11.4% |
| YTD | +24.4% | +5.5% | +18.8% | +24.1% |
| 1Y | +6.7% | -1.6% | +8.3% | +6.3% |
| 3Y | +9.2% | +773.7% | -764.5% | +7.3% |
| 5Y | +27.4% | +187.6% | -160.3% | +25.3% |
| All | +164.3% | -98.5% | +262.8% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling