-37.1%
APP vs CAT
+6.0%
-43.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.2% | -2.4% | +4.2% |
| 7D | +79.2% | -2.4% | +81.6% | +79.5% |
| 30D | +48.0% | -25.0% | +73.0% | +56.4% |
| 3M | +18.2% | -28.7% | +46.9% | +25.9% |
| 6M | -12.5% | -33.0% | +20.5% | -8.1% |
| YTD | -39.2% | +5.4% | -44.6% | -50.8% |
| All | -37.1% | +6.0% | -43.0% | -49.9% |
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