+6,406.4%
AMD vs CAT
+1,135.9%
+5,270.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.6% |
| 7D | +2.6% | +1.7% | +0.9% | +1.5% |
| 30D | -0.9% | -6.6% | +5.6% | +3.4% |
| 3M | -8.7% | -13.3% | +4.6% | +0.9% |
| 6M | +136.3% | +11.6% | +124.7% | +124.9% |
| YTD | +123.0% | +42.9% | +80.0% | +84.0% |
| 1Y | +195.2% | +95.4% | +99.7% | +102.3% |
| 3Y | +336.3% | +196.6% | +139.8% | +136.0% |
| 5Y | +334.5% | +321.7% | +12.8% | +90.2% |
| All | +6,406.4% | +1,135.9% | +5,270.5% | +1,527.3% |
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