+2,254.5%
CAT vs AMP
+2,123.7%
+130.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -13.3% | +23.6% | -36.9% | -22.0% |
| 6M | +11.6% | +20.4% | -8.7% | +1.5% |
| YTD | +42.9% | +15.4% | +27.5% | +32.0% |
| 1Y | +95.4% | +11.0% | +84.5% | +83.2% |
| 3Y | +196.6% | +70.5% | +126.1% | +127.8% |
| 5Y | +321.7% | +121.4% | +200.3% | +184.5% |
| 10Y | +1,140.8% | +575.6% | +565.2% | +380.2% |
| All | +2,254.5% | +2,123.7% | +130.8% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling