+1,134.9%
CAT vs AMT
+96.2%
+1,038.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | +4.6% | -11.2% | -7.5% |
| 3M | -13.3% | -8.4% | -4.8% | -12.1% |
| 6M | +11.6% | -6.0% | +17.6% | +12.3% |
| YTD | +42.9% | +2.1% | +40.8% | +40.8% |
| 1Y | +95.4% | -6.4% | +101.8% | +96.1% |
| 3Y | +196.6% | +8.1% | +188.5% | +177.9% |
| 5Y | +321.7% | -31.9% | +353.6% | +346.5% |
| All | +1,134.9% | +96.2% | +1,038.7% | +1,066.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling