+210.1%
CAT vs AMP
+82.7%
+127.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +5.1% |
| 7D | -2.4% | +3.1% | -5.5% | -4.2% |
| 30D | -25.0% | +3.9% | -28.9% | -26.8% |
| 3M | -28.7% | -5.8% | -22.9% | -26.7% |
| 6M | -33.0% | +12.1% | -45.0% | -38.3% |
| YTD | +5.4% | +7.1% | -1.7% | -1.1% |
| 1Y | +7.3% | +14.2% | -6.9% | -3.4% |
| 3Y | +166.0% | +62.5% | +103.6% | +89.6% |
| 5Y | +210.1% | +82.6% | +127.5% | +99.6% |
| All | +210.1% | +82.7% | +127.4% | +99.6% |
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