-34.8%
CAT vs AAOX
-95.4%
+60.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +31.3% | -28.4% | 0.0% |
| 7D | +1.7% | -20.1% | +21.9% | +2.3% |
| 30D | -24.6% | -75.5% | +50.9% | -17.5% |
| 3M | -28.5% | -89.0% | +60.5% | -18.9% |
| 6M | -34.8% | -96.7% | +61.9% | -26.9% |
| All | -34.8% | -95.4% | +60.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling