+712.5%
CAT vs APD
+192.6%
+520.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.1% |
| 7D | -2.4% | -1.6% | -0.8% | -1.6% |
| 30D | -25.0% | +10.6% | -35.6% | -29.0% |
| 3M | -28.7% | +2.5% | -31.2% | -30.0% |
| 6M | -33.0% | +6.0% | -38.9% | -35.8% |
| YTD | +5.4% | +28.4% | -23.0% | -9.6% |
| 1Y | +7.3% | +22.2% | -14.9% | -6.0% |
| 3Y | +166.0% | +26.6% | +139.5% | +119.3% |
| 5Y | +210.1% | +11.8% | +198.3% | +170.2% |
| 10Y | +712.5% | +187.8% | +524.7% | +230.2% |
| All | +712.5% | +192.6% | +520.0% | +230.2% |
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