-76.9%
APTV vs RCAT
+71.1%
-148.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.4% | -10.2% | +0.5% |
| 7D | -9.8% | +1.1% | -10.9% | -10.0% |
| 30D | -8.9% | -22.0% | +13.1% | -7.8% |
| 3M | -19.5% | -51.1% | +31.7% | -16.3% |
| 6M | -31.1% | -56.6% | +25.5% | -28.5% |
| YTD | -47.5% | -43.3% | -4.3% | -47.0% |
| 1Y | -52.3% | -51.5% | -0.8% | -51.5% |
| 3Y | -45.2% | +411.4% | -456.5% | -53.9% |
| 5Y | -76.9% | +74.4% | -151.3% | -79.1% |
| All | -76.9% | +71.1% | -148.0% | -79.1% |
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