+117.1%
AMAT vs CAT
+192.7%
-75.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.4% | -7.2% | -8.5% |
| 7D | -24.3% | -14.5% | -9.8% | -13.8% |
| 30D | -39.8% | -35.7% | -4.1% | -14.6% |
| 3M | -40.2% | -36.3% | -3.9% | -14.4% |
| 6M | -22.1% | -38.5% | +16.4% | +17.6% |
| YTD | +24.7% | -2.5% | +27.2% | +37.0% |
| 1Y | +33.3% | -1.9% | +35.2% | +45.9% |
| 3Y | +133.9% | +139.2% | -5.3% | +42.1% |
| 5Y | +117.1% | +192.1% | -75.1% | +12.6% |
| All | +117.1% | +192.7% | -75.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling