+1,134.9%
CAT vs APH
+454.1%
+680.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.9% | +23.9% |
| 7D | -0.4% | -48.7% | +48.3% | +22.2% |
| 30D | -6.6% | -51.9% | +45.4% | +19.1% |
| 3M | -13.3% | -43.6% | +30.3% | +0.1% |
| 6M | +11.6% | -37.5% | +49.2% | +19.3% |
| YTD | +42.9% | -38.6% | +81.6% | +50.4% |
| 1Y | +95.4% | -26.3% | +121.8% | +80.7% |
| 3Y | +196.6% | +89.2% | +107.4% | +35.6% |
| 5Y | +321.7% | +119.8% | +201.8% | +68.7% |
| All | +1,134.9% | +454.1% | +680.8% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling