+528.8%
APP vs CAH
+410.7%
+118.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +79.2% | +7.8% | +71.3% | +77.4% |
| 30D | +48.0% | +15.5% | +32.5% | +45.2% |
| 3M | +18.2% | +16.3% | +1.9% | +15.9% |
| 6M | -12.5% | +50.0% | -62.5% | -17.0% |
| YTD | -39.2% | +34.7% | -73.9% | -41.3% |
| 1Y | -33.9% | +35.9% | -69.8% | -36.3% |
| 3Y | +933.3% | +178.5% | +754.8% | +798.0% |
| 5Y | +295.9% | +515.7% | -219.8% | +202.3% |
| All | +528.8% | +410.7% | +118.2% | +388.4% |
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 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