+201.5%
CAT vs AMC
-79.6%
+281.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.6% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | -6.6% | -0.7% | -5.8% | -6.6% |
| 3M | -13.3% | +35.2% | -48.5% | -14.5% |
| 6M | +11.6% | +124.6% | -113.0% | +7.3% |
| YTD | +42.9% | +69.9% | -26.9% | +38.8% |
| 1Y | +95.4% | -2.6% | +98.0% | +93.6% |
| All | +201.5% | -79.6% | +281.1% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling