+153.7%
CAT vs AG
+227.5%
-73.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.5% |
| 7D | -6.3% | +6.0% | -12.3% | -7.2% |
| 30D | -26.8% | -13.5% | -13.3% | -25.2% |
| 3M | -30.0% | -20.7% | -9.4% | -27.9% |
| 6M | -34.6% | -31.5% | -3.0% | -31.7% |
| YTD | +2.9% | -10.1% | +13.1% | +2.6% |
| 1Y | +3.3% | +26.0% | -22.7% | -1.4% |
| 3Y | +153.7% | +228.9% | -75.2% | +103.3% |
| All | +153.7% | +227.5% | -73.8% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling