+15.8%
APD vs RCAT
+57.4%
-41.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +0.5% |
| 7D | +2.2% | +15.6% | -13.4% | +1.8% |
| 30D | +9.4% | -24.1% | +33.5% | +10.0% |
| 3M | +4.7% | -61.9% | +66.5% | +6.8% |
| 6M | +5.5% | -64.3% | +69.8% | +7.4% |
| YTD | +31.4% | -50.4% | +81.8% | +31.5% |
| 1Y | +24.1% | -54.0% | +78.1% | +24.2% |
| 3Y | +28.8% | +347.2% | -318.4% | +14.4% |
| 5Y | +15.8% | +45.7% | -30.0% | +6.9% |
| All | +15.8% | +57.4% | -41.6% | +6.9% |
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