+695.3%
CAT vs AMCR
+18.6%
+676.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | +9.3% | -4.5% | +13.8% | +11.5% |
| 30D | -21.5% | +4.9% | -26.3% | -23.6% |
| 3M | -29.1% | -4.6% | -24.5% | -28.2% |
| 6M | -33.4% | +15.2% | -48.5% | -38.6% |
| YTD | +6.6% | +9.7% | -3.2% | -0.3% |
| 1Y | +6.5% | +10.5% | -4.0% | -0.8% |
| 3Y | +162.7% | +13.8% | +148.8% | +135.1% |
| 5Y | +214.2% | -9.1% | +223.3% | +211.2% |
| All | +695.3% | +18.6% | +676.7% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling