+500.0%
APP vs CAT
+164.3%
+335.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.5% |
| 7D | +71.2% | -10.3% | +81.5% | +77.0% |
| 30D | +39.1% | -31.2% | +70.3% | +60.1% |
| 3M | +16.5% | -34.7% | +51.2% | +36.3% |
| 6M | -16.6% | -39.5% | +22.9% | -1.0% |
| YTD | -41.9% | -1.7% | -40.3% | -46.5% |
| 1Y | -37.0% | -1.1% | -35.9% | -42.0% |
| 3Y | +892.4% | +143.9% | +748.6% | +482.4% |
| 5Y | +297.3% | +194.8% | +102.5% | +114.8% |
| All | +500.0% | +164.3% | +335.7% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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