+67.0%
APO vs RCAT
+46.9%
+20.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -1.7% |
| 7D | +0.8% | -12.7% | +13.5% | +1.5% |
| 30D | +1.0% | -34.3% | +35.3% | +3.6% |
| 3M | -8.4% | -53.4% | +45.0% | -4.0% |
| 6M | -9.1% | -62.0% | +52.9% | -4.5% |
| YTD | -18.3% | -49.1% | +30.7% | -17.2% |
| 1Y | -8.0% | -53.1% | +45.1% | -6.5% |
| 3Y | +47.1% | +318.7% | -271.6% | +29.0% |
| All | +67.0% | +46.9% | +20.0% | +52.7% |
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