+688.6%
CAT vs AMCR
+18.6%
+670.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -2.4% | +9.8% | +8.6% |
| 30D | -19.7% | +3.6% | -23.3% | -21.4% |
| 3M | -29.6% | -4.2% | -25.4% | -28.9% |
| 6M | -33.2% | +15.5% | -48.7% | -38.5% |
| YTD | +5.7% | +9.7% | -4.1% | -1.2% |
| 1Y | +9.3% | +8.3% | +1.0% | +2.8% |
| 3Y | +158.3% | +15.4% | +143.0% | +129.7% |
| 5Y | +211.6% | -9.1% | +220.7% | +208.6% |
| All | +688.6% | +18.6% | +670.0% | +555.6% |
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