+653.5%
APP vs CAT
+196.5%
+457.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.1% |
| 30D | -23.3% | -6.6% | -16.7% | -20.8% |
| 3M | -42.6% | -13.3% | -29.3% | -39.9% |
| 6M | -33.6% | +11.6% | -45.2% | -41.3% |
| YTD | -52.4% | +42.9% | -95.4% | -64.1% |
| 1Y | -35.9% | +95.4% | -131.3% | -61.2% |
| All | +653.5% | +196.5% | +457.1% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling