-19.1%
APTV vs RCAT
-98.5%
+79.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.6% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -10.6% | -18.7% | +8.1% | -10.4% |
| 3M | -35.0% | -29.3% | -5.7% | -34.8% |
| 6M | -38.9% | -42.3% | +3.4% | -38.7% |
| YTD | -41.5% | +2.5% | -44.0% | -41.7% |
| 1Y | -45.8% | -5.7% | -40.1% | -46.1% |
| 3Y | -55.7% | +764.9% | -820.6% | -57.3% |
| 5Y | -70.1% | +182.3% | -252.4% | -71.1% |
| 10Y | -19.1% | -98.5% | +79.4% | -30.4% |
| All | -19.1% | -98.5% | +79.4% | -30.4% |
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