+177.2%
CAT vs AMIX
-99.9%
+277.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | -13.3% | -46.2% | +32.9% | -15.0% |
| 6M | +11.6% | -46.4% | +58.0% | +9.2% |
| YTD | +42.9% | -60.3% | +103.2% | +40.4% |
| 1Y | +95.4% | -79.7% | +175.1% | +93.3% |
| All | +177.2% | -99.9% | +277.1% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling