+2,062.5%
CAT vs AG
+445.6%
+1,616.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -6.6% | +19.2% | -25.7% | -9.0% |
| 3M | -13.3% | +6.2% | -19.4% | -14.5% |
| 6M | +11.6% | -26.7% | +38.3% | +15.0% |
| YTD | +42.9% | +26.1% | +16.8% | +35.8% |
| 1Y | +95.4% | +131.7% | -36.2% | +69.6% |
| 3Y | +196.6% | +255.3% | -58.8% | +132.6% |
| 5Y | +321.7% | +61.9% | +259.7% | +254.4% |
| 10Y | +1,140.8% | +72.0% | +1,068.8% | +808.4% |
| All | +2,062.5% | +445.6% | +1,616.9% | +746.4% |
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