+96.8%
CAT vs AGI
+12.0%
+84.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.1% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | -2.6% | +11.3% | -13.9% | -4.6% |
| 3M | -10.7% | +5.6% | -16.3% | -12.2% |
| 6M | +16.1% | -27.7% | +43.8% | +21.8% |
| YTD | +43.2% | -4.1% | +47.3% | +42.2% |
| 1Y | +96.8% | +13.8% | +83.0% | +91.0% |
| All | +96.8% | +12.0% | +84.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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