+207.3%
CAT vs AMCR
-6.2%
+213.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | -3.8% | -2.5% | -4.9% |
| 30D | -26.8% | +8.3% | -35.1% | -29.6% |
| 3M | -30.0% | -2.7% | -27.3% | -29.7% |
| 6M | -34.6% | +16.7% | -51.3% | -39.8% |
| YTD | +2.9% | +13.2% | -10.3% | -4.8% |
| 1Y | +3.3% | +13.7% | -10.5% | -4.8% |
| 3Y | +153.7% | +17.4% | +136.2% | +122.3% |
| 5Y | +207.3% | -5.9% | +213.2% | +208.0% |
| All | +207.3% | -6.2% | +213.5% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling