+25,808.1%
CAT vs AME
+18,709.1%
+7,099.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -6.6% | -6.7% | +0.1% | -3.3% |
| 3M | -13.3% | +4.1% | -17.4% | -14.6% |
| 6M | +11.6% | +1.6% | +10.0% | +11.8% |
| YTD | +42.9% | +16.1% | +26.8% | +34.2% |
| 1Y | +95.4% | +27.3% | +68.1% | +75.1% |
| 3Y | +196.6% | +50.9% | +145.7% | +144.6% |
| 5Y | +321.7% | +81.4% | +240.3% | +219.1% |
| 10Y | +1,140.8% | +417.0% | +723.8% | +500.8% |
| All | +25,808.1% | +18,709.1% | +7,099.0% | +4,563.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling