+1,387.7%
CAT vs AG
+294.5%
+1,093.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | -10.3% | +6.3% | -16.6% | -11.1% |
| 30D | -31.2% | -8.9% | -22.2% | -30.4% |
| 3M | -34.7% | -12.2% | -22.5% | -33.8% |
| 6M | -39.5% | -28.3% | -11.2% | -37.3% |
| YTD | -1.7% | -8.8% | +7.2% | -2.6% |
| 1Y | -1.1% | +39.4% | -40.5% | -7.8% |
| 3Y | +143.9% | +229.4% | -85.6% | +93.8% |
| 5Y | +194.8% | +14.5% | +180.2% | +159.5% |
| 10Y | +739.8% | +82.7% | +657.1% | +506.1% |
| All | +1,387.7% | +294.5% | +1,093.2% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling