+268.0%
APH vs RCAT
+25.6%
+242.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.9% | +5.5% | -8.3% |
| 7D | -12.7% | -32.6% | +19.9% | -10.3% |
| 30D | -19.2% | -46.3% | +27.1% | -15.7% |
| 3M | -16.7% | -60.7% | +44.0% | -11.6% |
| 6M | +5.1% | -67.4% | +72.5% | +12.0% |
| YTD | +6.6% | -57.1% | +63.6% | +10.6% |
| 1Y | +3.9% | -63.8% | +67.7% | +8.4% |
| 3Y | +246.0% | +268.1% | -22.1% | +217.8% |
| 5Y | +268.0% | +25.2% | +242.8% | +254.6% |
| All | +268.0% | +25.6% | +242.3% | +254.6% |
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