+11.6%
CAT vs APH
-37.2%
+48.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -47.8% | +49.9% | +7.6% |
| 7D | -0.4% | -48.7% | +48.3% | +5.9% |
| 30D | -6.6% | -51.9% | +45.4% | +2.3% |
| 3M | -13.3% | -43.6% | +30.3% | -10.1% |
| 6M | +11.6% | -37.5% | +49.2% | +9.3% |
| All | +11.6% | -37.2% | +48.9% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling