-52.4%
APTV vs RCAT
+737.0%
-789.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -32.5% |
| 6M | -34.7% | -43.2% | +8.5% | -33.6% |
| YTD | -37.0% | +5.5% | -42.5% | -38.0% |
| 1Y | -40.4% | -1.6% | -38.8% | -41.6% |
| All | -52.4% | +737.0% | -789.4% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling