+398.3%
CAH vs APA
+169.7%
+228.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.1% |
| 30D | -1.8% | +9.6% | -11.4% | -2.4% |
| 3M | +9.4% | +18.0% | -8.7% | +8.0% |
| 6M | +9.2% | +41.9% | -32.6% | +6.1% |
| YTD | +15.7% | +86.3% | -70.6% | +9.7% |
| 1Y | +59.7% | +97.9% | -38.1% | +50.3% |
| 3Y | +178.5% | +12.8% | +165.7% | +173.4% |
| 5Y | +398.3% | +177.2% | +221.1% | +318.1% |
| All | +398.3% | +169.7% | +228.6% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling