+192.1%
CAT vs AMC
-99.3%
+291.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.5% | +6.1% | -5.9% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -35.7% | +4.4% | -40.1% | -35.9% |
| 3M | -36.3% | +15.4% | -51.6% | -36.7% |
| 6M | -38.5% | +93.7% | -132.2% | -40.8% |
| YTD | -2.5% | +97.4% | -100.0% | -6.6% |
| 1Y | -1.9% | +23.2% | -25.1% | -4.1% |
| 3Y | +139.2% | -71.3% | +210.5% | +143.3% |
| 5Y | +192.1% | -99.3% | +291.4% | +246.1% |
| All | +192.1% | -99.3% | +291.4% | +246.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling