+201.7%
CAT vs APTV
-52.5%
+254.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.8% |
| 7D | +1.7% | +4.8% | -3.1% | +0.3% |
| 30D | -6.6% | +2.0% | -8.6% | -7.3% |
| 3M | -13.3% | -34.2% | +20.9% | -1.8% |
| 6M | +11.6% | -34.7% | +46.3% | +25.6% |
| YTD | +42.9% | -37.0% | +79.9% | +62.2% |
| 1Y | +95.4% | -40.4% | +135.8% | +125.6% |
| All | +201.7% | -52.5% | +254.1% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling