+143.9%
CAT vs AME
+62.2%
+81.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -1.3% |
| 7D | -10.3% | -5.2% | -5.1% | -6.0% |
| 30D | -31.2% | -8.0% | -23.2% | -26.1% |
| 3M | -34.7% | -8.9% | -25.8% | -29.2% |
| 6M | -39.5% | -5.0% | -34.5% | -36.4% |
| YTD | -1.7% | +11.9% | -13.5% | -7.9% |
| 1Y | -1.1% | +16.6% | -17.8% | -10.0% |
| 3Y | +143.9% | +62.5% | +81.4% | +82.2% |
| All | +143.9% | +62.2% | +81.6% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling