-40.4%
APTV vs RCAT
-2.3%
-38.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +3.2% |
| 7D | +4.8% | -1.4% | +6.2% | +4.9% |
| 30D | +2.0% | -3.3% | +5.3% | +2.1% |
| 3M | -34.2% | -43.2% | +9.0% | -31.0% |
| 6M | -34.7% | -43.2% | +8.5% | -32.8% |
| YTD | -37.0% | +5.5% | -42.5% | -39.3% |
| 1Y | -40.4% | -1.6% | -38.8% | -42.8% |
| All | -40.4% | -2.3% | -38.1% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling