+725.3%
CAT vs AG
+89.9%
+635.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | -10.3% | +6.3% | -16.6% | -11.0% |
| 30D | -31.2% | -8.9% | -22.2% | -30.6% |
| 3M | -34.7% | -12.2% | -22.5% | -34.0% |
| 6M | -39.5% | -28.3% | -11.2% | -37.8% |
| YTD | -1.7% | -8.8% | +7.2% | -2.1% |
| 1Y | -1.1% | +39.4% | -40.5% | -5.6% |
| 3Y | +143.9% | +229.4% | -85.6% | +108.9% |
| 5Y | +194.8% | +14.5% | +180.2% | +168.3% |
| All | +725.3% | +89.9% | +635.4% | +581.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling