+192.1%
CAT vs APH
+274.6%
-82.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.3% | +3.0% | -1.8% |
| 7D | -14.5% | -12.7% | -1.8% | -8.7% |
| 30D | -35.7% | -19.2% | -16.6% | -28.9% |
| 3M | -36.3% | -16.7% | -19.6% | -30.7% |
| 6M | -38.5% | +5.1% | -43.7% | -40.5% |
| YTD | -2.5% | +6.6% | -9.1% | -9.0% |
| 1Y | -1.9% | +3.9% | -5.8% | -7.4% |
| 3Y | +139.2% | +246.0% | -106.8% | +8.3% |
| 5Y | +192.1% | +268.0% | -75.8% | +21.2% |
| All | +192.1% | +274.6% | -82.5% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling