+378.5%
APP vs CAH
+346.7%
+31.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.3% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -10.0% | +1.7% | -11.8% | -10.2% |
| 3M | -44.6% | +17.9% | -62.5% | -45.8% |
| 6M | -37.9% | +10.9% | -48.8% | -38.6% |
| YTD | -53.7% | +17.9% | -71.6% | -54.5% |
| 1Y | -43.0% | +61.7% | -104.7% | -46.5% |
| 3Y | +640.8% | +183.7% | +457.0% | +543.2% |
| 5Y | +358.8% | +401.3% | -42.5% | +260.5% |
| All | +378.5% | +346.7% | +31.8% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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