+506.6%
APP vs CAH
+415.3%
+91.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | +61.1% | +9.4% | +51.7% | +59.1% |
| 30D | +42.8% | +16.5% | +26.3% | +39.9% |
| 3M | +16.7% | +17.0% | -0.3% | +14.2% |
| 6M | -15.6% | +51.4% | -67.0% | -20.1% |
| YTD | -41.3% | +36.0% | -77.3% | -43.5% |
| 1Y | -39.3% | +36.0% | -75.3% | -41.6% |
| 3Y | +803.2% | +177.5% | +625.7% | +685.0% |
| 5Y | +313.2% | +509.2% | -196.0% | +216.1% |
| All | +506.6% | +415.3% | +91.3% | +370.4% |
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