-39.5%
CAT vs AME
-4.0%
-35.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -2.1% |
| 7D | -10.3% | -5.2% | -5.1% | -4.6% |
| 30D | -31.2% | -8.0% | -23.2% | -24.2% |
| 3M | -34.7% | -8.9% | -25.8% | -26.6% |
| 6M | -39.5% | -5.0% | -34.5% | -36.0% |
| All | -39.5% | -4.0% | -35.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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