+446.2%
APP vs RCAT
-12.1%
+458.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.9% | +45.9% | +32.5% |
| 7D | +39.7% | -32.6% | +72.3% | +44.7% |
| 30D | +27.7% | -46.3% | +74.0% | +35.4% |
| 3M | -14.8% | -60.7% | +45.9% | -7.0% |
| 6M | -25.5% | -67.4% | +41.8% | -17.9% |
| YTD | -47.2% | -57.1% | +9.9% | -43.9% |
| 1Y | -42.3% | -63.8% | +21.5% | -38.1% |
| 3Y | +806.8% | +268.1% | +538.7% | +692.8% |
| 5Y | +261.6% | +25.2% | +236.4% | +221.7% |
| All | +446.2% | -12.1% | +458.3% | +398.0% |
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