+183.3%
CAT vs APD
+11.0%
+172.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -10.3% | -3.7% | -6.6% | -9.1% |
| 30D | -31.2% | +9.6% | -40.8% | -33.6% |
| 3M | -34.7% | +1.6% | -36.3% | -35.3% |
| 6M | -39.5% | +2.2% | -41.7% | -40.4% |
| YTD | -1.7% | +25.9% | -27.5% | -11.1% |
| 1Y | -1.1% | +20.1% | -21.3% | -9.3% |
| 3Y | +143.9% | +12.4% | +131.5% | +126.8% |
| All | +183.3% | +11.0% | +172.3% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling