+67.2%
CAH vs APA
+94.6%
-27.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.8% |
| 7D | +5.4% | +0.5% | +4.8% | +5.4% |
| 30D | +3.3% | +23.4% | -20.1% | +4.8% |
| 3M | +22.8% | +12.7% | +10.1% | +23.9% |
| 6M | +11.3% | +39.4% | -28.2% | +14.9% |
| YTD | +21.1% | +79.0% | -57.8% | +28.2% |
| 1Y | +67.2% | +88.8% | -21.6% | +78.4% |
| All | +67.2% | +94.6% | -27.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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