+391.7%
APP vs CAH
+359.1%
+32.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.9% | +5.4% | -4.5% | +0.2% |
| 30D | -23.3% | +3.3% | -26.6% | -23.6% |
| 3M | -42.6% | +22.8% | -65.4% | -44.1% |
| 6M | -33.6% | +11.3% | -44.9% | -34.5% |
| YTD | -52.4% | +21.1% | -73.6% | -53.5% |
| 1Y | -35.9% | +67.2% | -103.1% | -40.1% |
| 3Y | +642.2% | +195.6% | +446.6% | +541.2% |
| 5Y | +311.1% | +413.8% | -102.8% | +222.0% |
| All | +391.7% | +359.1% | +32.5% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling