+1,563.3%
APO vs RCAT
-100.0%
+1,663.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -0.5% |
| 7D | +0.8% | -12.7% | +13.5% | +0.8% |
| 30D | +1.0% | -34.3% | +35.3% | +1.2% |
| 3M | -8.4% | -53.4% | +45.0% | -8.1% |
| 6M | -9.1% | -62.0% | +52.9% | -8.8% |
| YTD | -18.3% | -49.1% | +30.7% | -18.2% |
| 1Y | -8.0% | -53.1% | +45.1% | -7.9% |
| 3Y | +47.1% | +318.7% | -271.6% | +45.9% |
| 5Y | +67.2% | +48.5% | +18.6% | +66.1% |
| 10Y | +871.8% | -99.6% | +971.5% | +854.5% |
| All | +1,563.3% | -100.0% | +1,663.3% | +1,458.1% |
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