+725.3%
CAT vs APD
+185.9%
+539.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.7% |
| 7D | -10.3% | -3.7% | -6.6% | -8.6% |
| 30D | -31.2% | +9.6% | -40.8% | -34.6% |
| 3M | -34.7% | +1.6% | -36.3% | -35.6% |
| 6M | -39.5% | +2.2% | -41.7% | -40.9% |
| YTD | -1.7% | +25.9% | -27.5% | -14.8% |
| 1Y | -1.1% | +20.1% | -21.3% | -12.6% |
| 3Y | +143.9% | +12.4% | +131.5% | +114.6% |
| 5Y | +194.8% | +11.1% | +183.7% | +156.8% |
| All | +725.3% | +185.9% | +539.4% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling