+17,564.5%
CAT vs APD
+6,285.2%
+11,279.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -4.8% |
| 7D | -14.5% | -0.7% | -13.8% | -14.2% |
| 30D | -35.7% | +10.1% | -45.9% | -39.2% |
| 3M | -36.3% | +4.9% | -41.2% | -38.3% |
| 6M | -38.5% | +2.5% | -41.0% | -40.1% |
| YTD | -2.5% | +27.8% | -30.3% | -16.4% |
| 1Y | -1.9% | +32.9% | -34.8% | -18.4% |
| 3Y | +139.2% | +13.4% | +125.8% | +108.5% |
| 5Y | +192.1% | +12.8% | +179.3% | +151.7% |
| 10Y | +732.3% | +194.6% | +537.7% | +309.9% |
| All | +17,564.5% | +6,285.2% | +11,279.3% | +1,838.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling