-0.3%
APO vs RCAT
+1.5%
-1.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.7% |
| 7D | +0.1% | +5.4% | -5.3% | -0.3% |
| 30D | +3.9% | -5.6% | +9.5% | +4.2% |
| 3M | +3.8% | -30.2% | +34.0% | +5.7% |
| 6M | +22.3% | -43.4% | +65.7% | +25.3% |
| YTD | -7.8% | +9.6% | -17.4% | -12.1% |
| 1Y | -0.3% | -2.0% | +1.6% | -3.2% |
| All | -0.3% | +1.5% | -1.8% | -3.2% |
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