+196.6%
AMD vs CAT
+192.7%
+3.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.4% | -10.9% | -12.4% |
| 7D | -28.6% | -14.5% | -14.1% | -18.9% |
| 30D | -37.7% | -35.7% | -2.0% | -12.8% |
| 3M | -16.1% | -36.3% | +20.2% | +18.4% |
| 6M | +13.8% | -38.5% | +52.4% | +67.3% |
| YTD | +88.8% | -2.5% | +91.4% | +102.0% |
| 1Y | +57.8% | -1.9% | +59.7% | +68.2% |
| 3Y | +260.3% | +139.2% | +121.1% | +112.0% |
| 5Y | +196.6% | +192.1% | +4.5% | +45.3% |
| All | +196.6% | +192.7% | +3.9% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling