+142.2%
APTV vs RCAT
-100.0%
+242.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.8% |
| 7D | -4.3% | -5.6% | +1.3% | -4.3% |
| 30D | -9.7% | -27.0% | +17.4% | -9.5% |
| 3M | -20.6% | -57.9% | +37.3% | -20.1% |
| 6M | -31.7% | -59.4% | +27.7% | -31.4% |
| YTD | -48.0% | -46.9% | -1.1% | -47.9% |
| 1Y | -52.1% | -54.0% | +2.0% | -52.0% |
| 3Y | -47.9% | +378.4% | -426.3% | -48.8% |
| 5Y | -76.9% | +61.9% | -138.8% | -77.3% |
| 10Y | -26.7% | -99.6% | +72.9% | -31.5% |
| All | +142.2% | -100.0% | +242.1% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling