+1,126.0%
CAT vs APTV
-19.3%
+1,145.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +2.7% |
| 7D | +5.6% | +2.0% | +3.6% | +4.8% |
| 30D | -2.3% | -7.7% | +5.4% | +0.3% |
| 3M | -10.0% | -34.0% | +24.0% | +2.9% |
| 6M | +21.2% | -37.1% | +58.3% | +39.5% |
| YTD | +44.4% | -39.9% | +84.3% | +68.3% |
| 1Y | +96.3% | -44.4% | +140.7% | +134.8% |
| 3Y | +203.9% | -54.5% | +258.4% | +276.4% |
| 5Y | +333.5% | -69.1% | +402.6% | +492.4% |
| 10Y | +1,126.0% | -20.0% | +1,146.0% | +1,178.4% |
| All | +1,126.0% | -19.3% | +1,145.3% | +1,178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling