+695.3%
CAT vs AMBA
+0.6%
+694.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +9.3% | +10.7% | -1.3% | +7.1% |
| 30D | -21.5% | -5.0% | -16.4% | -20.6% |
| 3M | -29.1% | -26.9% | -2.2% | -24.7% |
| 6M | -33.4% | -21.9% | -11.5% | -32.0% |
| YTD | +6.6% | -13.8% | +20.4% | +5.9% |
| 1Y | +6.5% | -36.1% | +42.6% | +11.6% |
| 3Y | +162.7% | +21.6% | +141.0% | +130.4% |
| 5Y | +214.2% | -68.8% | +283.0% | +228.8% |
| All | +695.3% | +0.6% | +694.7% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling