+153.7%
CAT vs APH
+282.1%
-128.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.0% |
| 7D | -6.3% | -5.0% | -1.3% | -4.2% |
| 30D | -26.8% | -8.4% | -18.4% | -24.1% |
| 3M | -30.0% | -4.5% | -25.5% | -28.9% |
| 6M | -34.6% | +25.3% | -59.9% | -40.8% |
| YTD | +2.9% | +18.9% | -16.0% | -7.6% |
| 1Y | +3.3% | +11.9% | -8.7% | -4.8% |
| 3Y | +153.7% | +278.0% | -124.3% | +7.3% |
| All | +153.7% | +282.1% | -128.5% | +7.3% |
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 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