+183.3%
CAT vs AMT
-20.2%
+203.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | -10.3% | +0.5% | -10.8% | -10.3% |
| 30D | -31.2% | +13.6% | -44.8% | -32.0% |
| 3M | -34.7% | +11.5% | -46.1% | -35.3% |
| 6M | -39.5% | +6.9% | -46.4% | -40.0% |
| YTD | -1.7% | +10.8% | -12.5% | -3.2% |
| 1Y | -1.1% | +10.3% | -11.4% | -2.6% |
| 3Y | +143.9% | +12.4% | +131.4% | +130.8% |
| All | +183.3% | -20.2% | +203.5% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling