+712.5%
CAT vs AME
+465.0%
+247.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +3.7% |
| 7D | -2.4% | -1.5% | -0.9% | -1.0% |
| 30D | -25.0% | -4.2% | -20.8% | -22.3% |
| 3M | -28.7% | -5.9% | -22.8% | -24.9% |
| 6M | -33.0% | +2.8% | -35.8% | -33.9% |
| YTD | +5.4% | +16.6% | -11.1% | -5.6% |
| 1Y | +7.3% | +22.1% | -14.9% | -7.5% |
| 3Y | +166.0% | +64.7% | +101.4% | +76.6% |
| 5Y | +210.1% | +76.6% | +133.5% | +92.8% |
| 10Y | +712.5% | +443.9% | +268.6% | +115.9% |
| All | +712.5% | +465.0% | +247.5% | +115.9% |
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