+27.9%
APD vs RCAT
+183.7%
-155.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 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% | +8.3% |
| 6M | +11.2% | -43.2% | +54.4% | +12.0% |
| YTD | +24.4% | +5.5% | +18.8% | +22.6% |
| 1Y | +6.7% | -1.6% | +8.3% | +4.7% |
| 3Y | +9.2% | +773.7% | -764.5% | -3.1% |
| All | +27.9% | +183.7% | -155.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling