+160.5%
CAT vs AME
+63.5%
+97.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.1% |
| 7D | +9.3% | +8.1% | +1.2% | +2.2% |
| 30D | -21.5% | -3.8% | -17.7% | -18.8% |
| 3M | -29.1% | -6.6% | -22.5% | -24.7% |
| 6M | -33.4% | +4.6% | -37.9% | -35.2% |
| YTD | +6.6% | +17.9% | -11.4% | -4.7% |
| 1Y | +6.5% | +23.2% | -16.7% | -7.5% |
| All | +160.5% | +63.5% | +97.0% | +88.0% |
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