+11,477.5%
AMD vs CAT
+26,255.7%
-14,778.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.7% |
| 7D | +2.6% | +1.7% | +0.9% | +1.6% |
| 30D | -0.9% | -6.6% | +5.6% | +3.0% |
| 3M | -8.7% | -13.3% | +4.6% | +0.1% |
| 6M | +136.3% | +11.6% | +124.7% | +125.3% |
| YTD | +123.0% | +42.9% | +80.0% | +85.7% |
| 1Y | +195.2% | +95.4% | +99.7% | +106.1% |
| 3Y | +336.3% | +196.6% | +139.8% | +142.5% |
| 5Y | +334.5% | +321.7% | +12.8% | +95.5% |
| 10Y | +6,259.1% | +1,140.8% | +5,118.3% | +1,384.9% |
| All | +11,477.5% | +26,255.7% | -14,778.3% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling