-38.5%
CAT vs AMC
+111.0%
-149.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.5% | +6.1% | -6.6% |
| 7D | -14.5% | 0.0% | -14.5% | -14.3% |
| 30D | -35.7% | +4.4% | -40.1% | -35.5% |
| 3M | -36.3% | +15.4% | -51.6% | -35.8% |
| 6M | -38.5% | +93.7% | -132.2% | -36.2% |
| All | -38.5% | +111.0% | -149.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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