-69.1%
APTV vs RCAT
+192.8%
-261.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -4.9% |
| 7D | +2.0% | +5.4% | -3.4% | +1.6% |
| 30D | -7.7% | -5.6% | -2.1% | -7.5% |
| 3M | -34.0% | -30.2% | -3.8% | -32.9% |
| 6M | -37.1% | -43.4% | +6.3% | -35.9% |
| YTD | -39.9% | +9.6% | -49.5% | -41.3% |
| 1Y | -44.4% | -2.0% | -42.5% | -46.0% |
| 3Y | -54.5% | +825.0% | -879.5% | -62.6% |
| 5Y | -69.1% | +199.8% | -268.9% | -73.9% |
| All | -69.1% | +192.8% | -261.9% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling