+201.5%
CAT vs APH
+89.1%
+112.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.9% | +14.6% |
| 7D | -0.4% | -48.7% | +48.3% | +12.7% |
| 30D | -6.6% | -51.9% | +45.4% | +8.8% |
| 3M | -13.3% | -43.6% | +30.3% | -5.8% |
| 6M | +11.6% | -37.5% | +49.2% | +15.0% |
| YTD | +42.9% | -38.6% | +81.6% | +45.0% |
| 1Y | +95.4% | -26.3% | +121.8% | +80.7% |
| All | +201.5% | +89.1% | +112.4% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling