+213.9%
CAT vs APO
+81.1%
+132.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.5% |
| 7D | +7.4% | +5.8% | +1.7% | +5.2% |
| 30D | -19.7% | +8.9% | -28.6% | -22.7% |
| 3M | -29.6% | -13.6% | -16.0% | -26.0% |
| 6M | -33.2% | -5.4% | -27.8% | -32.5% |
| YTD | +5.7% | -13.6% | +19.3% | +9.8% |
| 1Y | +9.3% | -2.5% | +11.8% | +8.0% |
| 3Y | +158.3% | +50.9% | +107.5% | +106.8% |
| All | +213.9% | +81.1% | +132.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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