+43.3%
AMAT vs CAT
-1.7%
+45.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.2% |
| 7D | -14.7% | -10.3% | -4.4% | -3.7% |
| 30D | -36.1% | -31.2% | -4.9% | -4.3% |
| 3M | -36.9% | -34.7% | -2.2% | -0.1% |
| 6M | -22.2% | -39.5% | +17.3% | +37.9% |
| YTD | +29.9% | -1.7% | +31.6% | +47.5% |
| 1Y | +43.3% | -1.1% | +44.4% | +57.4% |
| All | +43.3% | -1.7% | +45.0% | +57.4% |
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