+19,212.2%
CAT vs AFL
+20,380.2%
-1,168.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | -21.5% | +8.6% | -30.1% | -24.0% |
| 3M | -29.1% | +5.3% | -34.4% | -30.6% |
| 6M | -33.4% | +10.0% | -43.4% | -36.2% |
| YTD | +6.6% | +16.5% | -10.0% | -0.3% |
| 1Y | +6.5% | +12.7% | -6.2% | +0.8% |
| 3Y | +162.7% | +65.5% | +97.2% | +112.6% |
| 5Y | +214.2% | +148.5% | +65.7% | +119.4% |
| 10Y | +705.2% | +339.2% | +366.0% | +352.3% |
| All | +19,212.2% | +20,380.2% | -1,168.0% | +3,742.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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