+9.3%
CAT vs AMP
+12.5%
-3.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +7.4% | +3.9% | +3.5% | +6.5% |
| 30D | -19.7% | +5.1% | -24.8% | -20.5% |
| 3M | -29.6% | -8.7% | -20.9% | -28.1% |
| 6M | -33.2% | +11.4% | -44.6% | -35.1% |
| YTD | +5.7% | +7.3% | -1.7% | +1.6% |
| 1Y | +9.3% | +14.6% | -5.2% | +0.8% |
| All | +9.3% | +12.5% | -3.1% | +0.8% |
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