+818.4%
CAT vs APTV
+145.2%
+673.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +6.8% |
| 7D | -2.4% | -9.8% | +7.4% | +1.0% |
| 30D | -25.0% | -8.9% | -16.1% | -22.7% |
| 3M | -28.7% | -19.5% | -9.3% | -23.3% |
| 6M | -33.0% | -31.1% | -1.9% | -25.1% |
| YTD | +5.4% | -47.5% | +53.0% | +29.3% |
| 1Y | +7.3% | -52.3% | +59.6% | +36.2% |
| 3Y | +166.0% | -45.2% | +211.2% | +209.1% |
| 5Y | +210.1% | -76.9% | +287.0% | +377.9% |
| 10Y | +712.5% | -25.1% | +737.6% | +631.2% |
| All | +818.4% | +145.2% | +673.2% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling