+8.9%
CAT vs ARM
+18.4%
-9.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | 0.0% | -4.0% |
| 7D | -17.1% | -18.7% | +1.6% | -13.0% |
| 30D | -30.1% | -36.7% | +6.6% | -22.7% |
| 3M | -32.4% | -31.6% | -0.7% | -27.1% |
| 6M | -32.1% | -5.6% | -26.5% | -34.5% |
| YTD | +4.1% | +75.5% | -71.4% | -20.1% |
| 1Y | +8.9% | +19.3% | -10.4% | +0.8% |
| All | +8.9% | +18.4% | -9.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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