+4,016.0%
CAT vs AMT
+1,473.8%
+2,542.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -14.5% | +4.4% | -18.8% | -15.1% |
| 30D | -35.7% | +17.7% | -53.5% | -37.6% |
| 3M | -36.3% | +16.7% | -53.0% | -38.1% |
| 6M | -38.5% | +11.1% | -49.7% | -40.1% |
| YTD | -2.5% | +13.9% | -16.4% | -5.6% |
| 1Y | -1.9% | +12.5% | -14.4% | -4.8% |
| 3Y | +139.2% | +13.2% | +126.0% | +128.7% |
| 5Y | +192.1% | -17.9% | +210.0% | +192.4% |
| 10Y | +732.3% | +122.8% | +609.5% | +596.8% |
| All | +4,016.0% | +1,473.8% | +2,542.2% | +2,358.7% |
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 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