+1,149.5%
CAT vs AMCR
+100.2%
+1,049.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -6.6% | -4.1% | -2.5% | -5.3% |
| 3M | -13.3% | +21.7% | -35.0% | -19.4% |
| 6M | +11.6% | +1.5% | +10.1% | +10.1% |
| YTD | +42.9% | +13.1% | +29.8% | +35.5% |
| 1Y | +95.4% | +13.0% | +82.4% | +84.7% |
| 3Y | +196.6% | +6.9% | +189.7% | +182.3% |
| 5Y | +321.7% | -10.5% | +332.1% | +324.4% |
| 10Y | +1,140.8% | +20.9% | +1,119.9% | +1,003.3% |
| All | +1,149.5% | +100.2% | +1,049.3% | +985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling