+261.6%
APP vs CAT
+192.7%
+68.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.4% | +37.4% | +33.5% |
| 7D | +39.7% | -14.5% | +54.2% | +47.7% |
| 30D | +27.7% | -35.7% | +63.5% | +52.0% |
| 3M | -14.8% | -36.3% | +21.5% | +1.5% |
| 6M | -25.5% | -38.5% | +13.0% | -11.9% |
| YTD | -47.2% | -2.5% | -44.6% | -51.5% |
| 1Y | -42.3% | -1.9% | -40.4% | -47.1% |
| 3Y | +806.8% | +139.2% | +667.6% | +412.5% |
| 5Y | +261.6% | +192.1% | +69.5% | +86.2% |
| All | +261.6% | +192.7% | +68.9% | +86.2% |
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