+20,364.9%
CAT vs APH
+114,578.9%
-94,214.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.3% | +3.0% | -3.2% |
| 7D | -14.5% | -12.7% | -1.8% | -10.5% |
| 30D | -35.7% | -19.2% | -16.6% | -31.0% |
| 3M | -36.3% | -16.7% | -19.6% | -32.4% |
| 6M | -38.5% | +5.1% | -43.7% | -39.9% |
| YTD | -2.5% | +6.6% | -9.1% | -6.2% |
| 1Y | -1.9% | +3.9% | -5.8% | -4.9% |
| 3Y | +139.2% | +246.0% | -106.8% | +54.6% |
| 5Y | +192.1% | +268.0% | -75.8% | +84.6% |
| 10Y | +732.3% | +868.2% | -136.0% | +298.5% |
| All | +20,364.9% | +114,578.9% | -94,214.0% | +4,935.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling