+1,641.0%
APO vs RCAT
-100.0%
+1,740.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.4% | -6.7% | +4.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +3.0% | -22.0% | +25.0% | +3.1% |
| 3M | -3.7% | -51.1% | +47.4% | -3.4% |
| 6M | -7.5% | -56.6% | +49.1% | -7.2% |
| YTD | -14.5% | -43.3% | +28.7% | -14.5% |
| 1Y | -6.2% | -51.5% | +45.4% | -6.0% |
| 3Y | +51.9% | +411.4% | -359.5% | +50.6% |
| 5Y | +76.5% | +74.4% | +2.0% | +75.2% |
| 10Y | +895.2% | -99.6% | +994.8% | +877.6% |
| All | +1,641.0% | -100.0% | +1,740.9% | +1,530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling