-28.3%
APTV vs RCAT
-99.8%
+71.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | -0.1% |
| 7D | -1.7% | -5.9% | +4.2% | -1.7% |
| 30D | -11.6% | -19.7% | +8.1% | -11.4% |
| 3M | -21.2% | -62.9% | +41.7% | -20.4% |
| 6M | -28.5% | -59.6% | +31.1% | -27.9% |
| YTD | -49.1% | -52.1% | +3.0% | -48.9% |
| 1Y | -52.2% | -50.9% | -1.3% | -52.0% |
| 3Y | -48.6% | +333.8% | -382.4% | -50.1% |
| 5Y | -77.3% | +40.7% | -118.0% | -77.8% |
| All | -28.3% | -99.8% | +71.5% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling