+8.9%
CAT vs AMRZ
-11.5%
+20.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.2% | -10.4% | -6.6% |
| 7D | -17.1% | +10.3% | -27.4% | -19.6% |
| 30D | -30.1% | +18.7% | -48.8% | -33.9% |
| 3M | -32.4% | -14.6% | -17.7% | -28.7% |
| 6M | -32.1% | -12.9% | -19.2% | -29.2% |
| YTD | +4.1% | -17.4% | +21.4% | +8.3% |
| 1Y | +8.9% | -12.3% | +21.2% | +12.9% |
| All | +8.9% | -11.5% | +20.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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