+298.1%
APP vs CAT
+210.5%
+87.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.2% |
| 7D | +4.6% | +7.4% | -2.9% | +1.7% |
| 30D | +56.0% | -19.7% | +75.7% | +69.4% |
| 3M | +30.8% | -29.6% | +60.4% | +49.5% |
| 6M | -9.8% | -33.2% | +23.4% | +3.4% |
| YTD | -39.3% | +5.7% | -44.9% | -45.9% |
| 1Y | -26.4% | +9.3% | -35.8% | -35.6% |
| 3Y | +887.9% | +158.3% | +729.6% | +446.5% |
| All | +298.1% | +210.5% | +87.6% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling