+1,238.6%
APD vs RCAT
-100.0%
+1,338.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.6% | -20.2% | -1.5% |
| 7D | -3.7% | -12.7% | +9.1% | -3.7% |
| 30D | +9.6% | -34.3% | +43.9% | +9.7% |
| 3M | +1.6% | -53.4% | +55.0% | +1.7% |
| 6M | +2.2% | -62.0% | +64.1% | +2.3% |
| YTD | +25.9% | -49.1% | +74.9% | +25.9% |
| 1Y | +20.1% | -53.1% | +73.3% | +20.2% |
| 3Y | +12.4% | +318.7% | -306.3% | +12.0% |
| 5Y | +11.1% | +48.5% | -37.4% | +10.8% |
| 10Y | +190.1% | -99.6% | +289.8% | +187.8% |
| All | +1,238.6% | -100.0% | +1,338.6% | +1,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling