+134,655.9%
AAPL vs CAT
+19,338.1%
+115,317.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.2% | -4.8% | -0.2% |
| 7D | +3.7% | -2.4% | +6.1% | +4.2% |
| 30D | +4.2% | -25.0% | +29.2% | +14.8% |
| 3M | +12.0% | -28.7% | +40.7% | +25.1% |
| 6M | +19.8% | -33.0% | +52.8% | +34.6% |
| YTD | +29.3% | +5.4% | +23.9% | +21.1% |
| 1Y | +31.1% | +7.3% | +23.8% | +21.7% |
| 3Y | +94.9% | +166.0% | -71.2% | +24.9% |
| 5Y | +138.1% | +210.1% | -72.0% | +40.0% |
| 10Y | +1,276.0% | +712.5% | +563.4% | +426.4% |
| All | +134,655.9% | +19,338.1% | +115,317.8% | +14,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling