+23.3%
CAVA vs AMCR
+0.9%
+22.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -12.4% | -5.0% | -7.5% | -10.9% |
| 30D | -11.2% | -8.0% | -3.2% | -8.8% |
| 3M | -33.8% | +14.3% | -48.1% | -36.6% |
| 6M | -32.5% | +5.3% | -37.8% | -34.1% |
| YTD | -8.0% | +7.7% | -15.7% | -11.3% |
| 1Y | -17.1% | +10.8% | -28.0% | -20.8% |
| 3Y | +37.8% | +9.6% | +28.2% | +32.4% |
| All | +23.3% | +0.9% | +22.5% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling