+506.6%
APP vs CAT
+176.6%
+330.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.6% |
| 7D | +61.1% | -6.3% | +67.4% | +63.9% |
| 30D | +42.8% | -26.8% | +69.6% | +60.6% |
| 3M | +16.7% | -30.0% | +46.7% | +32.9% |
| 6M | -15.6% | -34.6% | +19.0% | -2.8% |
| YTD | -41.3% | +2.9% | -44.2% | -46.8% |
| 1Y | -39.3% | +3.3% | -42.5% | -45.0% |
| 3Y | +803.2% | +153.7% | +649.5% | +422.3% |
| 5Y | +313.2% | +207.3% | +105.9% | +119.9% |
| All | +506.6% | +176.6% | +330.0% | +211.3% |
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