+1,587.5%
AMAT vs CAT
+1,135.9%
+451.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.7% |
| 30D | -14.8% | -6.6% | -8.2% | -10.5% |
| 3M | -9.3% | -13.3% | +4.0% | +2.6% |
| 6M | +27.4% | +11.6% | +15.8% | +22.1% |
| YTD | +77.6% | +42.9% | +34.6% | +44.9% |
| 1Y | +188.9% | +95.4% | +93.5% | +92.5% |
| 3Y | +202.3% | +196.6% | +5.7% | +52.8% |
| 5Y | +248.9% | +321.7% | -72.8% | +37.8% |
| All | +1,587.5% | +1,135.9% | +451.5% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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