+137.9%
APO vs RCAT
+183.7%
-45.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +3.5% | -3.3% | +6.8% | +3.6% |
| 3M | +4.5% | -43.2% | +47.8% | +7.7% |
| 6M | +22.8% | -43.2% | +66.0% | +25.2% |
| YTD | -6.5% | +5.5% | -12.0% | -9.2% |
| 1Y | +0.8% | -1.6% | +2.5% | -2.7% |
| 3Y | +62.0% | +773.7% | -711.7% | +37.3% |
| All | +137.9% | +183.7% | -45.8% | +106.2% |
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 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