+1,315.3%
AMAT vs CAT
+725.4%
+589.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.2% | +4.2% | +6.1% |
| 7D | -1.1% | -2.4% | +1.3% | +1.3% |
| 30D | -26.9% | -25.0% | -1.9% | -9.8% |
| 3M | -31.2% | -28.7% | -2.5% | -11.8% |
| 6M | -14.7% | -33.0% | +18.3% | +16.9% |
| YTD | +44.7% | +5.4% | +39.3% | +47.1% |
| 1Y | +62.0% | +7.3% | +54.7% | +63.1% |
| 3Y | +165.0% | +166.0% | -1.1% | +47.4% |
| 5Y | +147.1% | +210.1% | -63.0% | +21.1% |
| 10Y | +1,315.3% | +712.5% | +602.7% | +328.1% |
| All | +1,315.3% | +725.4% | +589.9% | +328.1% |
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