+333.5%
CAT vs AMCR
-9.8%
+343.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +5.6% | -1.8% | +7.4% | +6.4% |
| 30D | -2.3% | -6.0% | +3.7% | +0.1% |
| 3M | -10.0% | +18.9% | -28.9% | -17.3% |
| 6M | +21.2% | +5.7% | +15.6% | +16.8% |
| YTD | +44.4% | +11.1% | +33.4% | +35.4% |
| 1Y | +96.3% | +12.7% | +83.6% | +81.9% |
| 3Y | +203.9% | +9.6% | +194.3% | +176.4% |
| 5Y | +333.5% | -10.3% | +343.8% | +339.2% |
| All | +333.5% | -9.8% | +343.3% | +339.2% |
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 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