+67.8%
CAT vs AMRZ
-19.3%
+87.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +9.3% | -4.0% | +13.3% | +10.7% |
| 30D | -21.5% | +12.4% | -33.9% | -24.9% |
| 3M | -29.1% | -11.5% | -17.6% | -26.3% |
| 6M | -33.4% | -21.6% | -11.8% | -28.1% |
| YTD | +6.6% | -23.4% | +29.9% | +14.3% |
| 1Y | +6.5% | -17.2% | +23.7% | +11.0% |
| All | +67.8% | -19.3% | +87.1% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling