+1,162.1%
AMAT vs CAT
+725.4%
+436.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.6% |
| 7D | -14.7% | -10.3% | -4.4% | -7.4% |
| 30D | -36.1% | -31.2% | -4.9% | -16.5% |
| 3M | -36.9% | -34.7% | -2.2% | -14.3% |
| 6M | -22.2% | -39.5% | +17.3% | +14.1% |
| YTD | +29.9% | -1.7% | +31.6% | +38.6% |
| 1Y | +43.3% | -1.1% | +44.4% | +52.5% |
| 3Y | +142.7% | +143.9% | -1.2% | +44.1% |
| 5Y | +126.2% | +194.8% | -68.6% | +15.7% |
| All | +1,162.1% | +725.4% | +436.7% | +333.0% |
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