+725.3%
CAT vs AME
+442.8%
+282.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.2% |
| 7D | -10.3% | -5.2% | -5.1% | -6.2% |
| 30D | -31.2% | -8.0% | -23.2% | -26.2% |
| 3M | -34.7% | -8.9% | -25.8% | -29.4% |
| 6M | -39.5% | -5.0% | -34.5% | -36.4% |
| YTD | -1.7% | +11.9% | -13.5% | -9.0% |
| 1Y | -1.1% | +16.6% | -17.8% | -11.5% |
| 3Y | +143.9% | +62.5% | +81.4% | +63.3% |
| 5Y | +194.8% | +67.6% | +127.2% | +90.8% |
| All | +725.3% | +442.8% | +282.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling