Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CAT vs APH✓SelectedUSD · APHCAT vs APH performance historyLatest closeAs of+1.72%09/04
Stock and ETF performance explorer

CAT vs APH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+29,915.3%
APH return
+132,206.3%
Excess return
-102,291.0%
Maximum drawdown
-73.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioAPHExcessAlpha
1D+1.7%+0.9%+0.9%+1.4%
7D+1.7%+5.0%-3.2%0.0%
30D-6.6%-3.9%-2.7%-5.4%
3M-13.3%+13.0%-26.3%-16.8%
6M+11.6%+25.2%-13.5%+2.9%
YTD+42.9%+22.9%+20.0%+31.4%
1Y+95.4%+47.8%+47.6%+68.6%
3Y+196.6%+283.0%-86.4%+85.4%
5Y+321.7%+349.7%-28.0%+149.9%
10Y+1,140.8%+1,061.2%+79.6%+461.2%
All+29,915.3%+132,206.3%-102,291.0%+6,950.5%

Cumulative growth

Daily Returns

Daily percentage return beside APH.

Daily Out/Under-Performance

Portfolio return minus APH return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling