+725.3%
CAT vs AMBA
-0.9%
+726.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -0.4% |
| 7D | -10.3% | -7.2% | -3.1% | -8.9% |
| 30D | -31.2% | -10.4% | -20.8% | -29.7% |
| 3M | -34.7% | -30.1% | -4.5% | -30.0% |
| 6M | -39.5% | -22.4% | -17.0% | -38.2% |
| YTD | -1.7% | -17.3% | +15.7% | -1.5% |
| 1Y | -1.1% | -35.4% | +34.3% | +3.3% |
| 3Y | +143.9% | +18.6% | +125.2% | +115.0% |
| 5Y | +194.8% | -69.8% | +264.6% | +210.2% |
| All | +725.3% | -0.9% | +726.2% | +462.8% |
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