+6.8%
CAT vs AG
+23.1%
-16.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.1% |
| 7D | +1.7% | -4.0% | +5.8% | +2.7% |
| 30D | -24.6% | -13.1% | -11.5% | -22.4% |
| 3M | -28.5% | -22.0% | -6.5% | -25.3% |
| 6M | -34.8% | -37.3% | +2.4% | -30.1% |
| YTD | +5.9% | -11.2% | +17.1% | +5.3% |
| 1Y | +6.8% | +23.9% | -17.1% | +2.2% |
| All | +6.8% | +23.1% | -16.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling