+263,909.3%
AMZN vs CAT
+6,868.0%
+257,041.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -3.0% | +1.7% | -4.7% | -3.7% |
| 30D | -5.2% | -6.6% | +1.4% | -2.7% |
| 3M | +1.9% | -13.3% | +15.2% | +6.5% |
| 6M | +19.2% | +11.6% | +7.6% | +10.6% |
| YTD | +12.0% | +42.9% | -31.0% | -7.7% |
| 1Y | +9.7% | +95.4% | -85.8% | -22.1% |
| 3Y | +87.2% | +196.6% | -109.4% | +9.0% |
| 5Y | +48.7% | +321.7% | -273.0% | -28.3% |
| 10Y | +569.3% | +1,140.8% | -571.5% | +76.5% |
| All | +263,909.3% | +6,868.0% | +257,041.4% | +20,466.4% |
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