+213.9%
CAT vs APD
+16.4%
+197.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +3.8% | +3.6% | +6.1% |
| 30D | -19.7% | +8.2% | -27.9% | -22.0% |
| 3M | -29.6% | +4.3% | -33.9% | -30.8% |
| 6M | -33.2% | +4.7% | -37.9% | -34.7% |
| YTD | +5.7% | +31.5% | -25.9% | -6.0% |
| 1Y | +9.3% | +23.5% | -14.2% | -0.5% |
| 3Y | +158.3% | +29.1% | +129.2% | +126.5% |
| All | +213.9% | +16.4% | +197.5% | +178.2% |
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 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