+6,351.7%
AMD vs CAT
+725.4%
+5,626.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.5% |
| 7D | -11.0% | -10.3% | -0.7% | -4.1% |
| 30D | -30.5% | -31.2% | +0.7% | -11.3% |
| 3M | -8.2% | -34.7% | +26.4% | +20.9% |
| 6M | +6.6% | -39.5% | +46.0% | +49.0% |
| YTD | +109.7% | -1.7% | +111.3% | +120.7% |
| 1Y | +88.9% | -1.1% | +90.0% | +98.5% |
| 3Y | +301.8% | +143.9% | +158.0% | +152.7% |
| 5Y | +229.4% | +194.8% | +34.6% | +82.9% |
| All | +6,351.7% | +725.4% | +5,626.3% | +2,444.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling