+23.3%
CAVA vs AMP
+82.1%
-58.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.7% |
| 7D | -12.4% | -2.0% | -10.4% | -10.9% |
| 30D | -11.2% | -1.7% | -9.5% | -9.9% |
| 3M | -33.8% | +23.2% | -57.0% | -45.0% |
| 6M | -32.5% | +22.2% | -54.7% | -43.9% |
| YTD | -8.0% | +14.0% | -22.0% | -18.5% |
| 1Y | -17.1% | +14.0% | -31.1% | -26.7% |
| 3Y | +37.8% | +67.0% | -29.2% | -17.7% |
| All | +23.3% | +82.1% | -58.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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