+1,157.1%
CAT vs AMP
+570.9%
+586.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.4% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.6% | -1.0% | -1.6% | -2.2% |
| 3M | -10.7% | +23.2% | -33.9% | -20.9% |
| 6M | +16.1% | +20.4% | -4.3% | +3.8% |
| YTD | +43.2% | +13.6% | +29.6% | +31.5% |
| 1Y | +96.8% | +13.4% | +83.5% | +80.4% |
| 3Y | +201.4% | +66.5% | +134.9% | +123.0% |
| 5Y | +332.7% | +120.2% | +212.5% | +171.4% |
| 10Y | +1,157.1% | +576.5% | +580.6% | +327.1% |
| All | +1,157.1% | +570.9% | +586.2% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling