+187.8%
APD vs RCAT
-99.6%
+287.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.3% | +2.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.6% |
| 30D | +10.6% | -22.0% | +32.6% | +10.7% |
| 3M | +2.5% | -51.1% | +53.7% | +2.8% |
| 6M | +6.0% | -56.6% | +62.6% | +6.2% |
| YTD | +28.4% | -43.3% | +71.7% | +28.5% |
| 1Y | +22.2% | -51.5% | +73.7% | +22.2% |
| 3Y | +26.6% | +411.4% | -384.8% | +24.7% |
| 5Y | +11.8% | +74.4% | -62.7% | +10.3% |
| 10Y | +187.8% | -99.6% | +287.4% | +189.4% |
| All | +187.8% | -99.6% | +287.4% | +189.4% |
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