+6.5%
CAT vs AMP
+11.2%
-4.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +9.3% | +1.2% | +8.2% | +9.0% |
| 30D | -21.5% | +4.4% | -25.9% | -22.2% |
| 3M | -29.1% | -8.8% | -20.3% | -27.5% |
| 6M | -33.4% | +9.9% | -43.3% | -35.2% |
| YTD | +6.6% | +6.1% | +0.5% | +2.5% |
| 1Y | +6.5% | +10.6% | -4.0% | -0.1% |
| All | +6.5% | +11.2% | -4.7% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling