+333.5%
CAT vs AMP
+122.1%
+211.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +5.6% | +2.6% | +3.0% | +4.0% |
| 30D | -2.3% | +0.8% | -3.2% | -2.9% |
| 3M | -10.0% | +24.3% | -34.3% | -21.7% |
| 6M | +21.2% | +20.6% | +0.7% | +7.1% |
| YTD | +44.4% | +14.6% | +29.8% | +30.8% |
| 1Y | +96.3% | +14.5% | +81.7% | +77.1% |
| 3Y | +203.9% | +67.9% | +136.0% | +112.8% |
| 5Y | +333.5% | +122.5% | +211.0% | +144.1% |
| All | +333.5% | +122.1% | +211.4% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling