+111,876.4%
AMAT vs CAT
+19,092.1%
+92,784.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +2.0% | -0.5% |
| 7D | -11.2% | -17.1% | +5.9% | -2.1% |
| 30D | -31.9% | -30.1% | -1.8% | -17.6% |
| 3M | -32.3% | -32.4% | 0.0% | -16.5% |
| 6M | -5.4% | -32.1% | +26.7% | +19.0% |
| YTD | +44.3% | +4.1% | +40.2% | +45.8% |
| 1Y | +61.4% | +8.9% | +52.5% | +59.6% |
| 3Y | +170.6% | +155.5% | +15.1% | +73.2% |
| 5Y | +156.4% | +215.5% | -59.1% | +45.4% |
| 10Y | +1,356.4% | +788.9% | +567.5% | +385.0% |
| All | +111,876.4% | +19,092.1% | +92,784.3% | +7,267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling