+95.5%
AMD vs CAT
+5.5%
+89.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +5.9% |
| 7D | -15.5% | -17.1% | +1.6% | +0.3% |
| 30D | -22.6% | -30.1% | +7.5% | +8.0% |
| 3M | -5.7% | -32.4% | +26.6% | +35.9% |
| 6M | +43.1% | -32.1% | +75.2% | +109.0% |
| YTD | +128.2% | +4.1% | +124.1% | +130.4% |
| 1Y | +95.5% | +8.9% | +86.6% | +83.5% |
| All | +95.5% | +5.5% | +89.9% | +83.5% |
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