+5.8%
CAT vs AME
+21.9%
-16.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +2.2% |
| 7D | -2.4% | -1.5% | -0.9% | -0.6% |
| 30D | -25.0% | -4.2% | -20.8% | -21.3% |
| 3M | -28.7% | -5.9% | -22.8% | -23.2% |
| 6M | -33.0% | +2.8% | -35.8% | -35.1% |
| YTD | +5.4% | +16.6% | -11.1% | -12.4% |
| All | +5.8% | +21.9% | -16.1% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling