+116.9%
AMD vs CAT
+3.7%
+113.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +3.7% |
| 7D | +6.5% | -6.3% | +12.8% | +14.1% |
| 30D | -15.3% | -26.8% | +11.5% | +14.7% |
| 3M | +9.7% | -30.0% | +39.8% | +54.6% |
| 6M | +13.2% | -34.6% | +47.8% | +71.8% |
| YTD | +140.6% | +2.9% | +137.7% | +151.0% |
| All | +116.9% | +3.7% | +113.3% | +125.1% |
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