+296.4%
APH vs RCAT
+57.4%
+239.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.0% |
| 7D | +11.1% | +15.6% | -4.4% | +9.9% |
| 30D | -7.3% | -24.1% | +16.8% | -5.7% |
| 3M | -6.2% | -61.9% | +55.7% | -0.4% |
| 6M | +24.9% | -64.3% | +89.2% | +32.1% |
| YTD | +18.4% | -50.4% | +68.8% | +21.5% |
| 1Y | +13.0% | -54.0% | +67.0% | +16.1% |
| 3Y | +276.4% | +347.2% | -70.8% | +241.2% |
| 5Y | +296.4% | +45.7% | +250.7% | +270.6% |
| All | +296.4% | +57.4% | +239.0% | +270.6% |
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 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