+799.5%
CAT vs AMCR
+106.6%
+692.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | -3.8% | -2.5% | -5.1% |
| 30D | -26.8% | +8.3% | -35.1% | -29.1% |
| 3M | -30.0% | -2.7% | -27.3% | -29.8% |
| 6M | -34.6% | +16.7% | -51.3% | -38.7% |
| YTD | +2.9% | +13.2% | -10.3% | -3.0% |
| 1Y | +3.3% | +13.7% | -10.5% | -2.8% |
| 3Y | +153.7% | +17.4% | +136.2% | +132.8% |
| 5Y | +207.3% | -5.9% | +213.2% | +203.0% |
| 10Y | +674.0% | +22.4% | +651.6% | +577.2% |
| All | +799.5% | +106.6% | +692.9% | +669.6% |
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 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