+5,936.8%
CAT vs AMT
+1,311.4%
+4,625.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -13.3% | -8.4% | -4.8% | -12.4% |
| 6M | +11.6% | -6.0% | +17.6% | +12.0% |
| YTD | +42.9% | +2.1% | +40.8% | +41.3% |
| 1Y | +95.4% | -6.4% | +101.8% | +95.8% |
| 3Y | +196.6% | +8.1% | +188.5% | +185.8% |
| 5Y | +321.7% | -31.9% | +353.6% | +336.4% |
| 10Y | +1,140.8% | +97.1% | +1,043.7% | +962.6% |
| All | +5,936.8% | +1,311.4% | +4,625.4% | +3,581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling