+725.3%
CAT vs APH
+894.6%
-169.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -1.5% |
| 7D | -10.3% | -5.9% | -4.4% | -7.2% |
| 30D | -31.2% | -14.8% | -16.4% | -24.7% |
| 3M | -34.7% | -12.4% | -22.2% | -29.9% |
| 6M | -39.5% | +8.1% | -47.5% | -43.4% |
| YTD | -1.7% | +10.9% | -12.6% | -12.5% |
| 1Y | -1.1% | +8.8% | -9.9% | -11.2% |
| 3Y | +143.9% | +262.1% | -118.2% | -9.4% |
| 5Y | +194.8% | +283.1% | -88.4% | +2.8% |
| All | +725.3% | +894.6% | -169.3% | +49.3% |
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