+11.3%
APH vs RCAT
-51.9%
+63.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +0.4% | +7.2% | -6.9% | -0.9% |
| 30D | -8.0% | -20.4% | +12.4% | -5.5% |
| 3M | -5.0% | -59.8% | +54.8% | +5.9% |
| 6M | +29.9% | -61.9% | +91.8% | +42.8% |
| YTD | +18.0% | -45.9% | +63.9% | +16.7% |
| 1Y | +11.3% | -50.5% | +61.9% | +10.6% |
| All | +11.3% | -51.9% | +63.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling