+17,723.7%
CAT vs ADM
+1,561.3%
+16,162.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | -9.0% | -1.3% | -7.1% |
| 30D | -31.2% | -14.0% | -17.2% | -27.3% |
| 3M | -34.7% | -9.2% | -25.5% | -32.7% |
| 6M | -39.5% | -9.2% | -30.3% | -37.9% |
| YTD | -1.7% | +24.2% | -25.9% | -10.9% |
| 1Y | -1.1% | +27.0% | -28.1% | -11.4% |
| 3Y | +143.9% | +6.6% | +137.3% | +125.1% |
| 5Y | +194.8% | +25.0% | +169.8% | +153.8% |
| 10Y | +739.8% | +100.2% | +639.5% | +500.6% |
| All | +17,723.7% | +1,561.3% | +16,162.4% | +5,785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling