+115.4%
AMD vs CAT
+5.7%
+109.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -7.9% | -7.9% |
| 7D | +18.9% | +7.4% | +11.5% | +11.2% |
| 30D | -6.4% | -19.7% | +13.2% | +15.9% |
| 3M | +10.6% | -29.6% | +40.2% | +54.7% |
| 6M | +19.9% | -33.2% | +53.1% | +77.9% |
| YTD | +149.4% | +5.7% | +143.7% | +157.5% |
| 1Y | +115.4% | +9.3% | +106.0% | +116.7% |
| All | +115.4% | +5.7% | +109.7% | +116.7% |
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