+5.9%
CAT vs AMT
+7.6%
-1.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -2.4% | +4.1% | +1.2% |
| 30D | -24.6% | +4.2% | -28.8% | -23.7% |
| 3M | -28.5% | +13.4% | -41.9% | -26.6% |
| 6M | -34.8% | +9.4% | -44.2% | -33.3% |
| YTD | +5.9% | +11.7% | -5.8% | +7.3% |
| All | +5.9% | +7.6% | -1.7% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling