+66.9%
AMAT vs CAT
+5.7%
+61.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.8% |
| 7D | +11.4% | +7.4% | +3.9% | +3.2% |
| 30D | -17.0% | -19.7% | +2.6% | +4.7% |
| 3M | -30.6% | -29.6% | -1.0% | +1.3% |
| 6M | -14.9% | -33.2% | +18.3% | +36.4% |
| YTD | +44.7% | +5.7% | +39.0% | +53.8% |
| 1Y | +66.9% | +9.3% | +57.5% | +70.4% |
| All | +66.9% | +5.7% | +61.2% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling