+11,749.2%
AMD vs CAT
+19,092.1%
-7,342.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +4.0% |
| 7D | -15.5% | -17.1% | +1.6% | -6.2% |
| 30D | -22.6% | -30.1% | +7.5% | -5.3% |
| 3M | -5.7% | -32.4% | +26.6% | +17.7% |
| 6M | +43.1% | -32.1% | +75.2% | +80.8% |
| YTD | +128.2% | +4.1% | +124.1% | +127.5% |
| 1Y | +95.5% | +8.9% | +86.6% | +90.3% |
| 3Y | +335.4% | +155.5% | +180.0% | +165.3% |
| 5Y | +255.5% | +215.5% | +39.9% | +89.3% |
| 10Y | +7,350.9% | +788.9% | +6,562.0% | +2,003.9% |
| All | +11,749.2% | +19,092.1% | -7,342.9% | +629.0% |
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