+276,532.2%
AMZN vs CAT
+4,916.3%
+271,616.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.5% |
| 7D | +8.0% | -6.3% | +14.4% | +10.7% |
| 30D | +3.2% | -26.8% | +30.0% | +17.2% |
| 3M | -2.6% | -30.0% | +27.4% | +12.3% |
| 6M | -0.7% | -34.6% | +33.9% | +15.8% |
| YTD | +17.4% | +2.9% | +14.4% | +10.5% |
| 1Y | +9.0% | +3.3% | +5.8% | +2.3% |
| 3Y | +88.7% | +153.7% | -65.0% | +16.6% |
| 5Y | +55.6% | +207.3% | -151.7% | -14.5% |
| 10Y | +629.7% | +674.0% | -44.3% | +136.4% |
| All | +276,532.2% | +4,916.3% | +271,616.0% | +24,504.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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