+127.4%
CAT vs AMRZ
-17.3%
+144.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.5% |
| 7D | +5.6% | -2.0% | +7.6% | +6.2% |
| 30D | -2.3% | -9.8% | +7.5% | +1.1% |
| 3M | -10.0% | -17.2% | +7.2% | -4.3% |
| 6M | +21.2% | -26.9% | +48.2% | +34.0% |
| YTD | +44.4% | -21.5% | +65.9% | +54.1% |
| 1Y | +96.3% | -22.9% | +119.2% | +105.8% |
| All | +127.4% | -17.3% | +144.7% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling