+9.3%
CAT vs AMCR
+8.7%
+0.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | -2.4% | +9.8% | +8.1% |
| 30D | -19.7% | +3.6% | -23.3% | -21.0% |
| 3M | -29.6% | -4.2% | -25.4% | -29.0% |
| 6M | -33.2% | +15.5% | -48.7% | -38.1% |
| YTD | +5.7% | +9.7% | -4.1% | -0.6% |
| 1Y | +9.3% | +8.3% | +1.0% | +3.8% |
| All | +9.3% | +8.7% | +0.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling