+1,157.1%
CAT vs AMCR
+16.8%
+1,140.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.4% |
| 7D | +2.9% | -6.3% | +9.2% | +5.9% |
| 30D | -2.6% | -7.1% | +4.5% | +0.5% |
| 3M | -10.7% | +12.7% | -23.3% | -16.1% |
| 6M | +16.1% | +5.2% | +11.0% | +12.2% |
| YTD | +43.2% | +8.1% | +35.2% | +35.9% |
| 1Y | +96.8% | +11.7% | +85.1% | +82.9% |
| 3Y | +201.4% | +9.9% | +191.4% | +176.0% |
| 5Y | +332.7% | -8.7% | +341.3% | +330.4% |
| 10Y | +1,157.1% | +16.8% | +1,140.3% | +965.2% |
| All | +1,157.1% | +16.8% | +1,140.3% | +965.2% |
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