+213.9%
CAT vs AME
+77.7%
+136.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.2% |
| 7D | +7.4% | +5.9% | +1.6% | +2.4% |
| 30D | -19.7% | -1.9% | -17.8% | -18.3% |
| 3M | -29.6% | -5.4% | -24.2% | -26.2% |
| 6M | -33.2% | +4.9% | -38.1% | -35.3% |
| YTD | +5.7% | +18.5% | -12.8% | -6.3% |
| 1Y | +9.3% | +25.5% | -16.1% | -7.1% |
| 3Y | +158.3% | +63.0% | +95.3% | +75.4% |
| All | +213.9% | +77.7% | +136.2% | +89.5% |
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 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