+1,163.8%
CAT vs AMC
-98.1%
+1,261.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.6% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | -6.6% | -0.7% | -5.8% | -6.6% |
| 3M | -13.3% | +35.2% | -48.5% | -14.3% |
| 6M | +11.6% | +124.6% | -113.0% | +8.6% |
| YTD | +42.9% | +69.9% | -26.9% | +40.0% |
| 1Y | +95.4% | -2.6% | +98.0% | +93.9% |
| 3Y | +196.6% | -79.8% | +276.4% | +200.0% |
| 5Y | +321.7% | -99.4% | +421.1% | +348.2% |
| 10Y | +1,140.8% | -98.9% | +1,239.7% | +1,198.0% |
| All | +1,163.8% | -98.1% | +1,261.9% | +1,138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling