+11.6%
CAT vs AMIX
-44.0%
+55.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.7% |
| 7D | +1.7% | -13.7% | +15.4% | +1.9% |
| 30D | -6.6% | -62.1% | +55.5% | -5.8% |
| 3M | -13.3% | -46.2% | +32.9% | -11.1% |
| 6M | +11.6% | -46.4% | +58.0% | +14.0% |
| All | +11.6% | -44.0% | +55.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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