+3.3%
CAT vs AMC
+43.0%
-39.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.4% |
| 7D | -6.3% | +5.5% | -11.8% | -6.3% |
| 30D | -26.8% | +16.1% | -42.9% | -26.8% |
| 3M | -30.0% | +43.0% | -73.0% | -30.0% |
| 6M | -34.6% | +130.7% | -165.3% | -36.3% |
| YTD | +2.9% | +121.8% | -118.9% | +1.1% |
| 1Y | +3.3% | +40.7% | -37.4% | +9.5% |
| All | +3.3% | +43.0% | -39.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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