+213.9%
CAT vs AMC
-99.2%
+313.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | +7.4% | +3.5% | +3.9% | +7.3% |
| 30D | -19.7% | +12.5% | -32.1% | -20.1% |
| 3M | -29.6% | +23.6% | -53.2% | -30.3% |
| 6M | -33.2% | +144.4% | -177.6% | -36.3% |
| YTD | +5.7% | +108.3% | -102.7% | +1.1% |
| 1Y | +9.3% | +38.9% | -29.5% | +6.5% |
| 3Y | +158.3% | -58.9% | +217.2% | +158.9% |
| All | +213.9% | -99.2% | +313.1% | +257.8% |
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