-1.1%
CAT vs AMC
+24.6%
-25.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -10.3% | +2.6% | -12.9% | -10.2% |
| 30D | -31.2% | +9.0% | -40.2% | -31.1% |
| 3M | -34.7% | +22.2% | -56.8% | -34.6% |
| 6M | -39.5% | +91.5% | -130.9% | -40.6% |
| YTD | -1.7% | +101.3% | -102.9% | -3.5% |
| 1Y | -1.1% | +20.8% | -21.9% | +6.5% |
| All | -1.1% | +24.6% | -25.7% | +6.5% |
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