+527.5%
APP vs CAH
+423.3%
+104.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.7% |
| 7D | +4.6% | +3.5% | +1.1% | +4.0% |
| 30D | +56.0% | +13.5% | +42.6% | +53.4% |
| 3M | +30.8% | +21.8% | +9.0% | +27.4% |
| 6M | -9.8% | +51.5% | -61.3% | -14.6% |
| YTD | -39.3% | +38.1% | -77.4% | -41.7% |
| 1Y | -26.4% | +37.7% | -64.1% | -29.3% |
| 3Y | +887.9% | +179.6% | +708.3% | +757.5% |
| 5Y | +264.1% | +504.9% | -240.9% | +178.5% |
| All | +527.5% | +423.3% | +104.1% | +385.4% |
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