+1,134.9%
CAT vs APD
+164.4%
+970.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.9% |
| 30D | -6.6% | +2.1% | -8.7% | -7.8% |
| 3M | -13.3% | +7.2% | -20.5% | -17.2% |
| 6M | +11.6% | +11.2% | +0.4% | +4.3% |
| YTD | +42.9% | +24.4% | +18.6% | +25.0% |
| 1Y | +95.4% | +6.7% | +88.8% | +84.4% |
| 3Y | +196.6% | +9.2% | +187.3% | +166.4% |
| 5Y | +321.7% | +27.4% | +294.3% | +234.5% |
| All | +1,134.9% | +164.4% | +970.5% | +435.1% |
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