-1.1%
CAT vs ADM
+28.3%
-29.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -10.3% | -9.0% | -1.3% | -9.1% |
| 30D | -31.2% | -14.0% | -17.2% | -29.7% |
| 3M | -34.7% | -9.2% | -25.5% | -34.2% |
| 6M | -39.5% | -9.2% | -30.3% | -39.1% |
| YTD | -1.7% | +24.2% | -25.9% | -7.7% |
| 1Y | -1.1% | +27.0% | -28.1% | -6.0% |
| All | -1.1% | +28.3% | -29.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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