+6.8%
CAT vs AMP
+14.6%
-7.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | -24.6% | +4.4% | -28.9% | -25.2% |
| 3M | -28.5% | -7.3% | -21.2% | -27.1% |
| 6M | -34.8% | +12.9% | -47.7% | -37.2% |
| YTD | +5.9% | +7.5% | -1.6% | +1.5% |
| 1Y | +6.8% | +13.3% | -6.5% | -0.9% |
| All | +6.8% | +14.6% | -7.8% | -0.9% |
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