+1,145.2%
CAT vs APTV
+194.6%
+950.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.6% |
| 7D | +1.7% | +4.8% | -3.1% | 0.0% |
| 30D | -6.6% | +2.0% | -8.6% | -7.5% |
| 3M | -13.3% | -34.2% | +20.9% | -0.1% |
| 6M | +11.6% | -34.7% | +46.3% | +27.4% |
| YTD | +42.9% | -37.0% | +79.9% | +64.8% |
| 1Y | +95.4% | -40.4% | +135.8% | +129.6% |
| 3Y | +196.6% | -54.1% | +250.7% | +269.9% |
| 5Y | +321.7% | -68.0% | +389.7% | +477.3% |
| 10Y | +1,140.8% | -15.5% | +1,156.3% | +974.1% |
| All | +1,145.2% | +194.6% | +950.6% | +367.0% |
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