+27.6%
CAVA vs AMCR
-0.7%
+28.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | -8.0% | -6.3% | -1.8% | -6.0% |
| 30D | -19.6% | -7.8% | -11.8% | -17.3% |
| 3M | -36.7% | +7.5% | -44.2% | -38.2% |
| 6M | -30.6% | +2.7% | -33.3% | -31.7% |
| YTD | -4.8% | +6.0% | -10.8% | -7.7% |
| 1Y | -13.1% | +7.8% | -20.9% | -16.2% |
| 3Y | +48.8% | +5.8% | +43.0% | +44.6% |
| All | +27.6% | -0.7% | +28.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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