+688.6%
CAT vs APTV
-27.4%
+716.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +7.4% | -1.7% | +9.2% | +8.1% |
| 30D | -19.7% | -11.6% | -8.1% | -16.4% |
| 3M | -29.6% | -21.2% | -8.4% | -23.9% |
| 6M | -33.2% | -28.5% | -4.7% | -26.5% |
| YTD | +5.7% | -49.1% | +54.7% | +30.1% |
| 1Y | +9.3% | -52.2% | +61.5% | +37.6% |
| 3Y | +158.3% | -48.6% | +207.0% | +205.8% |
| 5Y | +211.6% | -77.3% | +288.9% | +375.9% |
| All | +688.6% | -27.4% | +716.0% | +735.5% |
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