+8.9%
CAT vs APTV
-46.4%
+55.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.9% | -6.1% |
| 7D | -17.1% | -1.9% | -15.3% | -16.9% |
| 30D | -30.1% | -1.4% | -28.7% | -30.0% |
| 3M | -32.4% | -9.3% | -23.0% | -31.1% |
| 6M | -32.1% | -27.3% | -4.8% | -27.4% |
| YTD | +4.1% | -43.1% | +47.2% | +17.7% |
| 1Y | +8.9% | -46.5% | +55.4% | +25.7% |
| All | +8.9% | -46.4% | +55.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling