+712.5%
CAT vs AMT
+116.9%
+595.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -25.0% | +3.7% | -28.7% | -25.7% |
| 3M | -28.7% | +10.7% | -39.4% | -30.4% |
| 6M | -33.0% | +9.3% | -42.2% | -34.8% |
| YTD | +5.4% | +10.9% | -5.5% | +1.9% |
| 1Y | +7.3% | +10.5% | -3.3% | +3.7% |
| 3Y | +166.0% | +15.5% | +150.5% | +145.9% |
| 5Y | +210.1% | -20.6% | +230.7% | +215.9% |
| 10Y | +712.5% | +124.5% | +588.0% | +640.7% |
| All | +712.5% | +116.9% | +595.6% | +640.7% |
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