-39.3%
APP vs CAH
+39.1%
-78.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | +61.1% | +9.4% | +51.7% | +57.7% |
| 30D | +42.8% | +16.5% | +26.3% | +38.6% |
| 3M | +16.7% | +17.0% | -0.3% | +13.2% |
| 6M | -15.6% | +51.4% | -67.0% | -20.6% |
| YTD | -41.3% | +36.0% | -77.3% | -39.2% |
| 1Y | -39.3% | +36.0% | -75.3% | -38.3% |
| All | -39.3% | +39.1% | -78.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling