+66.4%
CAT vs AMRZ
-19.2%
+85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | -2.1% | +9.5% | +8.2% |
| 30D | -19.7% | +13.0% | -32.6% | -23.3% |
| 3M | -29.6% | -12.1% | -17.5% | -26.6% |
| 6M | -33.2% | -19.1% | -14.1% | -28.7% |
| YTD | +5.7% | -23.3% | +28.9% | +13.3% |
| 1Y | +9.3% | -16.6% | +25.9% | +13.7% |
| All | +66.4% | -19.2% | +85.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling