+153.7%
CAT vs AU
+553.4%
-399.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.5% |
| 7D | -6.3% | +15.3% | -21.6% | -8.4% |
| 30D | -26.8% | -0.3% | -26.5% | -26.8% |
| 3M | -30.0% | -2.9% | -27.2% | -30.0% |
| 6M | -34.6% | -10.7% | -23.9% | -34.2% |
| YTD | +2.9% | +14.0% | -11.1% | +0.3% |
| 1Y | +3.3% | +32.5% | -29.3% | -0.8% |
| 3Y | +153.7% | +557.9% | -404.2% | +99.9% |
| All | +153.7% | +553.4% | -399.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling