+1,237.1%
AAPL vs CAT
+1,125.3%
+111.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | -3.0% | +2.9% | -5.9% | -3.9% |
| 30D | +2.3% | -2.6% | +4.9% | +2.9% |
| 3M | +8.6% | -10.7% | +19.3% | +10.9% |
| 6M | +21.6% | +16.1% | +5.4% | +12.1% |
| YTD | +16.3% | +43.2% | -26.9% | -1.2% |
| 1Y | +35.1% | +96.8% | -61.8% | +0.9% |
| 3Y | +79.4% | +201.4% | -122.0% | +11.3% |
| 5Y | +109.8% | +332.7% | -222.8% | +10.3% |
| 10Y | +1,237.1% | +1,157.1% | +80.0% | +392.6% |
| All | +1,237.1% | +1,125.3% | +111.8% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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