+207.3%
CAT vs AMBA
-69.1%
+276.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -6.3% | -2.6% | -3.7% | -5.8% |
| 30D | -26.8% | -10.5% | -16.3% | -25.2% |
| 3M | -30.0% | -26.4% | -3.6% | -26.0% |
| 6M | -34.6% | -20.9% | -13.7% | -33.5% |
| YTD | +2.9% | -14.8% | +17.7% | +2.5% |
| 1Y | +3.3% | -36.1% | +39.3% | +7.7% |
| 3Y | +153.7% | +20.2% | +133.5% | +126.4% |
| 5Y | +207.3% | -67.2% | +274.5% | +183.2% |
| All | +207.3% | -69.1% | +276.4% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling