-32.0%
APP vs CAT
+6.7%
-38.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.1% |
| 7D | +48.9% | +1.7% | +47.2% | +48.4% |
| 30D | +49.4% | -24.6% | +74.0% | +57.6% |
| 3M | +27.0% | -28.5% | +55.5% | +35.1% |
| 6M | -15.4% | -34.8% | +19.4% | -10.2% |
| YTD | -39.9% | +5.9% | -45.8% | -50.8% |
| 1Y | -32.0% | +6.8% | -38.8% | -43.6% |
| All | -32.0% | +6.7% | -38.6% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling