+1,595.0%
CAT vs AMP
+1,969.7%
-374.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.3% | +3.3% | -9.6% | -7.8% |
| 30D | -26.8% | +4.2% | -31.0% | -28.4% |
| 3M | -30.0% | -6.4% | -23.6% | -28.2% |
| 6M | -34.6% | +12.4% | -47.0% | -38.8% |
| YTD | +2.9% | +7.4% | -4.5% | -2.1% |
| 1Y | +3.3% | +14.7% | -11.4% | -4.8% |
| 3Y | +153.7% | +60.8% | +92.9% | +99.4% |
| 5Y | +207.3% | +83.4% | +123.9% | +125.0% |
| 10Y | +674.0% | +473.5% | +200.5% | +222.0% |
| All | +1,595.0% | +1,969.7% | -374.7% | +257.6% |
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 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