+326.0%
CAT vs AME
+82.5%
+243.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.2% |
| 30D | -6.6% | -6.7% | +0.1% | -1.0% |
| 3M | -13.3% | +4.1% | -17.4% | -15.5% |
| 6M | +11.6% | +1.6% | +10.0% | +11.2% |
| YTD | +42.9% | +16.1% | +26.8% | +28.8% |
| 1Y | +95.4% | +27.3% | +68.1% | +63.8% |
| 3Y | +196.6% | +50.9% | +145.7% | +115.0% |
| All | +326.0% | +82.5% | +243.5% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling